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
收藏
页码：2430 / +
页数：3
相关论文
共 50 条
  • [1] Credit risk assessment in commercial banks based on fuzzy support vector machines
    Zhou, Qifeng
    Lin, Chengde
    2006 9TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION, ROBOTICS AND VISION, VOLS 1- 5, 2006, : 399 - +
  • [2] USING SUPPORT VECTOR MACHINES FOR THE COMMERCIAL BANK CREDIT RISK ASSESSMENT
    Li, Menggang
    Zhang, Zuoquan
    Qiu, Yi
    Pakistan Journal of Statistics, 2014, 30 (05): : 767 - 778
  • [3] Support vector machines for credit risk assessment with imbalanced datasets
    Khemakhem, Sihem
    Boujelbene, Younes
    INTERNATIONAL JOURNAL OF DATA MINING MODELLING AND MANAGEMENT, 2018, 10 (02) : 171 - 187
  • [4] Credit risk assessment with least squares fuzzy support vector machines
    Yu, Lean
    Lai, Kin Keung
    Wang, Shouyang
    ICDM 2006: Sixth IEEE International Conference on Data Mining, Workshops, 2006, : 823 - 827
  • [5] Support vector machines approach to credit assessment
    Li, JP
    Liu, JL
    Xu, WX
    Shi, Y
    COMPUTATIONAL SCIENCE - ICCS 2004, PROCEEDINGS, 2004, 3039 : 892 - 899
  • [6] THE IMPACT OF CREDIT RISK ASSESSMENT ON CREDIT ACTIVITY OF COMMERCIAL BANKS
    Ljubic, Marijana
    Pavlovic, Vladan
    Milacic, Srecko
    ECONOMIC AND SOCIAL DEVELOPMENT: 5TH EASTERN EUROPEAN ECONOMIC AND SOCIAL DEVELOPMENT CONFERENCE ON SOCIAL RESPONSIBILITY, 2015, : 29 - 37
  • [7] Model based on genetic programming for credit risk assessment in commercial banks
    Wang, C.F.
    Kang, L.
    Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2001, 21 (02):
  • [8] Commercial Banks' Credit Risk Assessment Based on Rough Sets and SVM
    Lv Guo-liang
    Peng Long
    2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, : 10351 - +
  • [9] Credit risk assessment in commercial banks based on SVM using PCA
    Yang, Chen-Guang
    Duan, Xiao-Bo
    PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-7, 2008, : 1207 - 1211
  • [10] Credit scoring models and credit-risk evaluation based on support vector machines
    Institute of Systems Engineering, Huazhong University of Science and Technology, Wuhan 430074, China
    Huazhong Ligong Daxue Xuebao, 2007, 5 (23-26): : 23 - 26
12345