Abstract: Small-mediument erprises(SMEs) play an important role in regional and national economy By analyzing the business characteristics of SMEs, this paper presents an attribute system for SME financial-failure prediction, and then develops a SME financial failure prediction method based on Data Envelopment Analysis(DEA) and Support Vector Machine(SV M) Compared with the generalattribute system offi-ancial failure prediction, the main difference of the proposed attribute system is that the business efficiency is included. We collect historical data of 70 SMEs from a financing support organization in Anhui province, and apply the proposed method to the historical data of the 70 SMEs Experiment results conform the efficacy of the proposed method.

Key words: financial failure prediction, attr ibute system, efficiency, small-medium-enterprise, support vector machin