Evaluation of Residential Loan by Combining RVM and Logistic Regression
A combining forecast model is proposed to evaluate the residential loan, which improves the accuracy of a single evaluation model. Firstly, the Relevance Vector Machine (RVM) model and logistic regression model are trained by the financial data respectively. Then the weighted average rule is used to fuse these two models based on a weight training procedure. Finally, the combining model is employed to evaluate the real house loan data. The experiments show that the combining evaluation modal is super to a single model and behaves robust.
Qinrong Meng
Financial Department Wuhan University of Technology Wuhan, China
国际会议
International Conference on Management and Service Science(2011年第五届管理与服务科学国际会议 MASS 2011)
武汉
英文
1-4
2011-08-12（万方平台首次上网日期，不代表论文的发表时间）