Support vector machine based multiagent ensemble learning for credit risk evaluation
文献类型：期刊论文
| 作者 | Yu, Lean1; Yue, Wuyi2; Wang, Shouyang1; Lai, K. K.3 |
| 刊名 | EXPERT SYSTEMS WITH APPLICATIONS
 |
| 出版日期 | 2010-03-01 |
| 卷号 | 37期号:2页码:1351-1360 |
| 关键词 | Multiagent ensemble learning Support vector machine (SVM) Diversity strategy Ensemble strategy Credit risk evaluation |
| ISSN号 | 0957-4174 |
| DOI | 10.1016/j.eswa.2009.06.083 |
| 英文摘要 | In this paper, a four-stage Support vector machine (SVM) based multiagent ensemble learning approach is proposed for credit risk evaluation. In the First stage, the initial dataset is divided into two independent Subsets: training subset (in-sample data) and testing Subset (out-of-sample data) for training and verification purposes. In the second stage. different SVM learning paradigms with much dissimilarity are constructed as intelligent agents for credit risk evaluation In the third stage, multiple individual SVM agents are trained using training subsets and the corresponding evaluation results are also obtained In the final stage, all individual results produced by multiple SVM agents in the previous stage are aggregated into an ensemble result. In particular, the impact of the diversity of individual intelligent agents on the generalization performance of the SVM-based multiagent ensemble learning system is examined and analyzed For illustration. one corporate credit card application approval dataset is used to verify the effectiveness of the SVM-based multiagent ensemble learning system. (C) 2009 Elsevier Ltd All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[70221001] ; Chinese Academy of Sciences ; Grant-in-Aid for Science Research[19500070] ; MEXT.ORC of Japan ; NSFC/RGC Joint Research Scheme[N_CityU110/07] |
| WOS研究方向 | Computer Science ; Engineering ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000272432300054 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10009]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yu, Lean |
| 作者单位 | 1.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Konan Univ, Dept Intelligence & Informat, Kobe, Hyogo 6588501, Japan 3.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yu, Lean,Yue, Wuyi,Wang, Shouyang,et al. Support vector machine based multiagent ensemble learning for credit risk evaluation[J]. EXPERT SYSTEMS WITH APPLICATIONS,2010,37(2):1351-1360. |
| APA | Yu, Lean,Yue, Wuyi,Wang, Shouyang,&Lai, K. K..(2010).Support vector machine based multiagent ensemble learning for credit risk evaluation.EXPERT SYSTEMS WITH APPLICATIONS,37(2),1351-1360. |
| MLA | Yu, Lean,et al."Support vector machine based multiagent ensemble learning for credit risk evaluation".EXPERT SYSTEMS WITH APPLICATIONS 37.2(2010):1351-1360. |
入库方式： OAI收割
来源：数学与系统科学研究院
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