CREDIT RISK ASSESSMENT IN COMMERCIAL BANKS BASED ON SUPPORT VECTOR MACHINES

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.

关键词： Credit risk assessment Commercial banks Classification Support vector machines

作者: WEI SUN CHEN-GUANG YANG JIAN-XUN QI

作者单位: School of Business Administration, North China Electric Power University, Baoding 071003, China

会议类型: 国际会议

会议名称: 2006 International Conference on Machine Learning and Cybernetics(IEEE第五届机器学习与控制论坛)

会议地点: 大连

会议语种:英文

页码: 2430-2433

在线出版日期: 2006-08-13（万方平台首次上网日期，不代表论文的发表时间）