Prediction of personal default risks based on a sparrow search algorithm with support vector machine model

被引:1
|
作者
Shen, Xu [1 ,2 ]
Wang, Xinyu [1 ]
机构
[1] China Univ Min & Technol, Sch Econ & Management, Xuzhou 221116, Peoples R China
[2] Shandong Womens Univ, Sch Econ, Jinan 250300, Peoples R China
关键词
default risks; SSA-SVM model; credit assessment; prediction accuracy; commercial banks; CREDIT; OPTIMIZATION;
D O I
10.3934/mbe.2023858
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
Aiming at the personal credit evaluation of commercial banks, this paper constructs a classified prediction model based on machine learning methods to predict the default risk. At the same time, this paper proposes to combine the sparrow search algorithm (SSA) with the support vector machine (SVM) to explore the application of the SSA-SVM model in personal default risk prediction. Therefore, this paper takes the personal credit data as the original data, carries out statistical analysis, normalization and principal factor analysis, and substitutes the obtained variables as independent variables into the SSA-SVM model. Under the premise of the same model, the experimental results show that the evaluation indexes of the experimental data are better than the original data, which shows that it is effective for the data processing operation of the original data in this paper. On the premise of the same data, each evaluation index of the SSA-SVM model is better than the SVM model, which shows that the hybridized model established in this paper is better than the latter one in predicting personal default risk, and has certain practical value.
引用
收藏
页码:19401 / 19415
页数:15
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