A modified support vector machine model for credit scoring
文献类型：期刊论文
| 作者 | Liu, Xiaoyong1,2,3; Fu, Hui1; Lin, Weiwei4 |
| 刊名 | International journal of computational intelligence systems
 |
| 出版日期 | 2010-12-01 |
| 卷号 | 3期号:6页码:797-804 |
| 关键词 | Credit scoring Support vector machine Genetic algorithm Radial basis kernel |
| ISSN号 | 1875-6883 |
| 通讯作者 | Liu, xiaoyong(liugucas@gmail.com) |
| 英文摘要 | This paper presents a novel quantitative credit scoring model based on support vector machine (svm) with adaptive genetic algorithm, gr-ga-svm. in this study, two real world credit datasets in the university of california irvine machine learning repository are selected for the numerical experiments. svm, ga-svm and gr-ga-svm, are employed to predict the accuracy of credit scoring in two datasets. numerical results indicate that gr-ga-svm is more accurate and efficient than svm and ga-svm. |
| WOS关键词 | NEURAL-NETWORKS ; GENETIC ALGORITHM ; BANKRUPTCY PREDICTION ; CLASSIFICATION ; REGRESSION ; TREE |
| WOS研究方向 | Computer Science |
| WOS类目 | Computer Science, Artificial Intelligence ; Computer Science, Interdisciplinary Applications |
| 语种 | 英语 |
| WOS记录号 | WOS:000285930800010 |
| 出版者 | ATLANTIS PRESS |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2405709 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Liu, Xiaoyong |
| 作者单位 | 1.Guangdong Polytech Normal Univ, Dept Comp Sci, Guangzhou 510665, Guangdong, Peoples R China 2.Chinese Acad Sci, Natl Sci Lib, Beijing 100190, Peoples R China 3.Chinese Acad Sci, Grad Univ, Beijing 100049, Peoples R China 4.S China Univ Technol, Sch Comp Sci & Engn, Guangzhou 510640, Guangdong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, Xiaoyong,Fu, Hui,Lin, Weiwei. A modified support vector machine model for credit scoring[J]. International journal of computational intelligence systems,2010,3(6):797-804. |
| APA | Liu, Xiaoyong,Fu, Hui,&Lin, Weiwei.(2010).A modified support vector machine model for credit scoring.International journal of computational intelligence systems,3(6),797-804. |
| MLA | Liu, Xiaoyong,et al."A modified support vector machine model for credit scoring".International journal of computational intelligence systems 3.6(2010):797-804. |
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来源：中国科学院大学
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