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
相关论文
共 50 条
  • [41] Prediction Model of Nicotine and Glycerol in Reconstituted Tobacco Leaves Based on Support Vector Machine Algorithm
    Yang, Qifu
    Kun, Ma
    Ying, Liang
    Wu, Jiaquan
    Zhang, Xinyu
    Yang, Shuangyan
    JOURNAL OF THE BRAZILIAN CHEMICAL SOCIETY, 2024, 35 (05)
  • [42] A support vector machine firefly algorithm-based model for global solar radiation prediction
    Olatomiwa, Lanre
    Mekhilef, Saad
    Shamshirband, Shahaboddin
    Mohammadi, Kasra
    Petkovic, Dalibor
    Sudheer, Ch
    SOLAR ENERGY, 2015, 115 : 632 - 644
  • [43] A Coke Quality Prediction Model Based on Support Vector Machine
    Chen Hong-jun
    Bai Jin-feng
    MATERIAL DESIGN, PROCESSING AND APPLICATIONS, PARTS 1-4, 2013, 690-693 : 3097 - +
  • [44] Support vector machine prediction model based on chaos theory
    Liangong S.
    Huixin W.
    Zezhong Z.
    1600, Science and Engineering Research Support Society (11): : 173 - 184
  • [45] Prediction model of stroke recurrence based on support vector machine
    Chang, Wenbing
    Liu, Yinglai
    Xu, Xingxing
    Zhou, Shenghan
    SECOND INTERNATIONAL CONFERENCE ON PHYSICS, MATHEMATICS AND STATISTICS, 2019, 1324
  • [46] Gaussian support vector machine algorithm based air pollution prediction
    Bhuvaneshwari, K.S.
    Uma, J.
    Venkatachalam, K.
    Masud, Mehedi
    Abouhawwash, Mohamed
    Logeswaran, T.
    Computers, Materials and Continua, 2022, 71 (01): : 683 - 695
  • [47] Gaussian Support Vector Machine Algorithm Based Air Pollution Prediction
    Bhuvaneshwari, K. S.
    Lima, J.
    Venkatachalam, K.
    Masud, Mehedi
    Abouhawwash, Mohamed
    Logeswaran, T.
    CMC-COMPUTERS MATERIALS & CONTINUA, 2022, 71 (01): : 683 - 695
  • [48] Optimization Algorithm Based On Genetic Support Vector Machine Model
    Li, Lan
    Ma, Shaobin
    Zhang, Yun
    2014 SEVENTH INTERNATIONAL SYMPOSIUM ON COMPUTATIONAL INTELLIGENCE AND DESIGN (ISCID 2014), VOL 1, 2014, : 307 - 310
  • [49] Prediction of Thermal Barrier Coatings Microstructural Features Based on Support Vector Machine Optimized by Cuckoo Search Algorithm
    Ye, Dongdong
    Wang, Weize
    Xu, Zhou
    Yin, Changdong
    Zhou, Haiting
    Li, Yuanjun
    COATINGS, 2020, 10 (07)
  • [50] Research on SVR Water Quality Prediction Model Based on Improved Sparrow Search Algorithm
    Su, Xuehua
    He, Xiaolong
    Zhang, Gang
    Chen, Yuehua
    Li, Keyu
    COMPUTATIONAL INTELLIGENCE AND NEUROSCIENCE, 2022, 2022