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Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation

文献类型：期刊论文

作者Yu, Lean1; Wang, Shouyang1; Wen, Fenghua2; Lai, Kin Keung3; He, Shaoyi4
刊名JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
出版日期2008-12-01
卷号21期号:4页码:527-539
关键词Credit risk evaluation hybrid intelligent system rough sets support vector machine
ISSN号1009-6124
DOI10.1007/s11424-008-9133-7
英文摘要In this study, a novel hybrid intelligent mining system integrating rough sets theory and support vector machines is developed to extract efficiently association rules from original information table for credit risk evaluation and analysis. In the proposed hybrid intelligent system, support vector machines are used as a tool to extract typical features and filter its noise, which are different from the previous studies where rough sets were only used as a preprocessor for support vector machines. Such an approach could reduce the information table and generate the final knowledge from the reduced information table by rough sets. Therefore, the proposed hybrid intelligent system overcomes the dificulty of extracting rules from a trained support vector machine classifier and possesses the robustness which is lacking for rough-set-based approaches. In addition, the effectiveness of the proposed hybrid intelligent system is illustrated with two real-world credit datasets.
资助项目National Natural Science Foundation of China[70221001] ; National Natural Science Foundation of China[70701035] ; Chinese Academy of Sciences[3547600] ; Chinese Academy of Sciences[3046540] ; Chinese Academy of Sciences[3047540] ; Hong Kong Joint Research Scheme[N CityU110/07]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000260878200004
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/5411]  
专题系统科学研究所
通讯作者Yu, Lean
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100190, Peoples R China
2.Changsha Univ Sci & Technol, Sch Econ & Management, Changsha 410076, Peoples R China
3.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
4.Calif State Univ San Marcos, Coll Business Adm, Dept Informat Syst & Operat Management, San Marcos, CA 92096 USA
推荐引用方式
GB/T 7714		 Yu, Lean,Wang, Shouyang,Wen, Fenghua,et al. Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2008,21(4):527-539.
APA Yu, Lean,Wang, Shouyang,Wen, Fenghua,Lai, Kin Keung,&He, Shaoyi.(2008).Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,21(4),527-539.
MLA Yu, Lean,et al."Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 21.4(2008):527-539.

入库方式： OAI收割

来源：数学与系统科学研究院

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