Volatility Forecast of Financial Performance Based on the Logit and LS-SVM Mixed Model

Abstract

In order to predict the volatility of the financial performance of the listed companies more effectively, constructed the Logit and LS-SVM mixed model. In the empirical study, to financial performance volatility of Chinese listed companies as the object of study, with 5-fold cross-validation accuracy as the evaluation criteria, it is shown that the prediction accuracy using combined system constructed by the mixed model is significantly higher than that of single model, confirmed the validity of the model.