The Research on Credit Rating Evaluation Based on SVM and BNN

摘要：

Credit rating evaluation is very important to the credit risk analysis and there are so many studies about it during the past few decades.In this paper we attempt to extend previous research in two directions.Firstly,we apply support vector machines (SVM),to the credit-rating evaluation problem and expect to improve evaluation accuracy by adopting this new algorithm.Secondly,we apply the results from previous research on neural network model interpretation to the credit-rating problem,and try to provide some insights into the credit-rating process.These studies can help users capture fundamental characteristics of different financial markets.

关键词： Credit rating evaluation Support vector machines Back propagation neural networks

作者: Yongchen Li HongeXu

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

会议类型: 国际会议

会议名称: The 2008 International Conference on Business Intelligence and Financial Engineering(BIFE 2008)(商业智能和金融工程国际会议)

会议地点: 长沙

会议语种:英文

页码: 439-443

在线出版日期: 2008-10-28（万方平台首次上网日期，不代表论文的发表时间）