2009 IEEE International Conference on
Systems, Man, and Cybernetics |
![]() |
Abstract
The intention of this paper is to analyze the performance of a kernel-based method in identifying the potential for collapse (or survival) of a firm operating in three different sectors of the economy - Technology, Pharmaceutical and Banking. The analysis uses the actual stock market data, collected on a weekly basis in a common time-series interval for the active and dead companies in each of the three sectors. The basic idea is to apply the concept of Fisher kernels and visualization to reduce the data from a time-series format to two- dimensional plots that can be visually inspected and potentially segregate the 'collapse' class from the 'survival' one.