| 注册
首页|期刊导航|计算机应用研究|基于 RS-SV R的企业信用评分模型

基于 RS-SV R的企业信用评分模型

陈云 杨晓雪 石松

计算机应用研究2016,Vol.33Issue(11):3378-3382,5.
计算机应用研究2016,Vol.33Issue(11):3378-3382,5.DOI:10.3969/j.issn.1001--3695.2016.11.039

基于 RS-SV R的企业信用评分模型

Enterprise credit scoring model based on RS-SVR

陈云 1杨晓雪 2石松1

作者信息

  • 1. 上海财经大学 公共经济与管理学院,上海200433
  • 2. 上海市金融信息技术研究重点实验室,上海200433
  • 折叠

摘要

Abstract

This paper researched on using credit scoring models to improve banks’decision-making capacity.It applied sup-port vector regression model to the enterprise credit scoring,and then,it put forward a support vector regression integration model which based on random subset.Firstly,it used random subset sampling model to get enough different training data. Secondly,it employed different training subsets to get various support vector regression models.Finally,it integrated the pre-dicted results of different models by using the simple average method.In conclusion,the result of the experiment based on en-terprise credit scoring data proves the effectiveness of the model.

关键词

信用评分/随机子集/支持向量回归

Key words

credit scoring/random subset/support vector regression(SVR)

分类

信息技术与安全科学

引用本文复制引用

陈云,杨晓雪,石松..基于 RS-SV R的企业信用评分模型[J].计算机应用研究,2016,33(11):3378-3382,5.

基金项目

上海市科学技术委员会科研计划资助项目(14511107202,15511107302);国家自然科学基金资助项目 ()

计算机应用研究

OA北大核心CSCDCSTPCD

1001-3695

访问量0
|
下载量0
段落导航相关论文