中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
Credit scoring using support vector machines with direct search for parameters selection

文献类型：期刊论文

作者Zhou, Ligang1; Lai, Kin Keung1; Yu, Lean1,2
刊名SOFT COMPUTING
出版日期2009
卷号13期号:2页码:149-155
关键词Credit scoring Direct search Support vector machines Genetic algorithm
ISSN号1432-7643
DOI10.1007/s00500-008-0305-0
英文摘要Support vector machines (SVM) is an effective tool for building good credit scoring models. However, the performance of the model depends on its parameters' setting. In this study, we use direct search method to optimize the SVM-based credit scoring model and compare it with other three parameters optimization methods, such as grid search, method based on design of experiment (DOE) and genetic algorithm (GA). Two real-world credit datasets are selected to demonstrate the effectiveness and feasibility of the method. The results show that the direct search method can find the effective model with high classification accuracy and good robustness and keep less dependency on the initial search space or point setting.
WOS研究方向Computer Science
语种英语
WOS记录号WOS:000260518100007
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7969]  
专题中国科学院数学与系统科学研究院
通讯作者Lai, Kin Keung
作者单位1.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Zhou, Ligang,Lai, Kin Keung,Yu, Lean. Credit scoring using support vector machines with direct search for parameters selection[J]. SOFT COMPUTING,2009,13(2):149-155.
APA Zhou, Ligang,Lai, Kin Keung,&Yu, Lean.(2009).Credit scoring using support vector machines with direct search for parameters selection.SOFT COMPUTING,13(2),149-155.
MLA Zhou, Ligang,et al."Credit scoring using support vector machines with direct search for parameters selection".SOFT COMPUTING 13.2(2009):149-155.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。