Research Article
Combination of Biorthogonal Wavelet Hybrid Kernel OCSVM with Feature Weighted Approach Based on EVA and GRA in Financial Distress Prediction
Table 5
Results of FWOCSVM and OCSVM based on different kernels.
| | Indicator set | Kernel function | FWOCSVM | OCSVM | | CCR | | | CCR | | |
| | Linear | 79.2% | 71.5% | 19.2% | 77.3% | 70.4% | 20.2% | | Poly | 78.3% | 71.5% | 20.5% | 76.7% | 68.7% | 21.5% | | Sigmoid | 79.3% | 72.0% | 20.2% | 77.5% | 70.8% | 21.0% | | RBF | 80.8% | 76.3% | 18.5% | 77.8% | 71.5% | 20.2% | | Morlet | 80.8% | 76.8% | 18.4% | 78.8% | 73.3% | 19.6% | | Coif3 | 81.7% | 77.2% | 17.6% | 80.5% | 74.3% | 18.8% | | Cdf9/7 | 82.5% | 77.3% | 16.4% | 80.8% | 75.2% | 18.0% | | 87.5% | 81.2% | 11.2% | 84.3% | 79.5% | 15.9% |
| | Linear | 80.0% | 74.1% | 18.8% | 78.2% | 72.5% | 19.9% | | Poly | 79.0% | 73.6% | 18.7% | 77.5% | 71.0% | 21.1% | | Sigmoid | 80.2% | 73.1% | 18.6% | 78.3% | 72.5% | 20.4% | | RBF | 82.7% | 78.7% | 16.7% | 79.2% | 74.4% | 19.8% | | Morlet | 83.1% | 79.7% | 16.0% | 80.0% | 76.3% | 19.2% | | Coif3 | 83.3% | 81.2% | 16.2% | 81.7% | 77.3% | 17.4% | | Cdf9/7 | 84.2% | 80.7% | 15.2% | 82.3% | 77.3% | 16.7% | | 90.0% | 91.4% | 10.3% | 85.8% | 79.7% | 12.9% |
| | Linear | 78.3% | 70.1% | 19.7% | 76.5% | 69.6% | 22.1% | | Poly | 77.5% | 69.1% | 22.1% | 75.8% | 67.6% | 22.5% | | Sigmoid | 77.7% | 69.7% | 21.4% | 76.7% | 70.1% | 22.0% | | RBF | 80.2% | 73.0% | 19.7% | 77.5% | 71.1% | 21.2% | | Morlet | 79.5% | 74.9% | 19.1% | 78.3% | 72.1% | 20.4% | | Coif3 | 80.8% | 75.8% | 17.9% | 79.2% | 73.0% | 19.6% | | Cdf9/7 | 81.7% | 77.3% | 17.2% | 80.0% | 73.5% | 18.7% | | 85.8% | 83.9% | 13.6% | 83.3% | 78.9% | 15.8% |
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