• DocumentCode
    2851903
  • Title

    Credit Risk Identification of Bank Client Basing on Supporting Vector Machines

  • Author

    Zhu, Chunsheng ; Zhan, Yuanrui ; Jia, Shijun

  • Author_Institution
    Sch. of Manage., Tianjin Univ., Tianjin, China
  • fYear
    2010
  • fDate
    13-15 Aug. 2010
  • Firstpage
    62
  • Lastpage
    66
  • Abstract
    Support vector machines(SVM) is the activest study content in statistical learning theory. Identificating and evaluating the credit risk of bank client Using the technology of SVM has the features of simple arithmetic and high precision. This article firstly introduces the theories and methods of bank client credit risk identification classified basing on SVM, and uses index entropy weighing select method to filter credit risk indexes of bank. Using the tochnology of SVM, takes the example of credit risk identification of a commercial bank, selects the object of related credit data of 68 clients in spinning industry of this bank, inspects its credit risk conditions.
  • Keywords
    banking; financial management; learning (artificial intelligence); pattern classification; risk management; statistical analysis; support vector machines; bank client; commercial bank; credit risk identification; index entropy; spinning industry; statistical learning theory; support vector machine; Entropy; Indexes; Industries; Kernel; Object recognition; Support vector machine classification; credit risk in spinning industry; credit risk of bank; risk identification; support vector machines technology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Business Intelligence and Financial Engineering (BIFE), 2010 Third International Conference on
  • Conference_Location
    Hong Kong
  • Print_ISBN
    978-1-4244-7575-9
  • Type

    conf

  • DOI
    10.1109/BIFE.2010.25
  • Filename
    5621730