An Application of Support Vector Machine for Evaluating Credit Risk of Bank

摘要：

Evaluation of credit risk is an important task before loan of a project. However, effective methods have not developed until Support Vector Machine is brought. In this paper, because SVM is a kind of general forward-feedback network, it is applied to how to evaluate credit risk of commercial loan in banks. Empirical results show that SVM is effective and more advantageous than BP neural network. It has the advantages of easy classification plane, strong generalization, good fitness and strong robust.

作者: Liu Hongjiu Hu Yanrong Wuchong

作者单位: Changshu Institute of Technology,Changshu,P.R.China,215500 Changshu Institute of Technology,Changshu,P.R.China,215500 School of Management,Harbin Institute of School of Management,Harbin Institute of Technology,Harbin,P.R.China,150001

会议类型: 国际会议

会议名称: The 7th International Conference on Innovation and Management(第七届创新与管理国际会议 ICIM 2010)

会议地点: 武汉

会议语种:英文

页码: 1109-1112

在线出版日期: 2010-12-04（万方平台首次上网日期，不代表论文的发表时间）