摘要:A support vector machine is a new learning machine; it is based on the statistics learning theory and attracts the attention of all researchers. Recently, the support vector machines (SVMs) have been applied to the problem of financial
early-warning prediction (Rose, 1999). The SVMs-based method has been compared with other statistical methods and has shown good results. But the parameters of the kernel function which influence the result and performance of support vector machines have
not been decided. Based on genetic algorithms, this paper proposes a new scientific method to automatically select the parameters of SVMs for financial early-warning model. The results demonstrate that the method is a powerful and flexible way to
solve financial early-warning problem.