Credit risk assessment in commercial banks based on support vector machines

被引：0

作者：

Sun, Wei ^{[1
]}

Yang, Chen-Guang ^{[1
]}

Qi, Jian-Xun ^{[1
]}

机构：

[1] N China Elect Power Univ, Sch Business Adm, Baoding 071003, Peoples R China

来源：

PROCEEDINGS OF 2006 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-7 | 2006年

关键词：

credit risk assessment; commercial banks; classification; support vector machines;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

According to the practical situation of credit risk assessment in commercial banks, a set of index system is established. The index system includes financial indexes and non-financial indexes. Then support vector machines (SVM) algorithm is used for assessment in this research. In the method, training sets are selected by the increasing proportions. Proportions are determined by the number of samples. In order to verify the effectiveness of the method, a real case is given and the experimental results show that the model has high correct classification accuracy.

引用

页码：2430 / +

页数：3

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