中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
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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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