Title :
Financing risk assessment of coal and power pool project based on rough set and support vector machine
Author_Institution :
Dept. of Econ. Manage., North China Electr. Power Univ., Baoding, China
Abstract :
Based on the characteristics of coal and power pool project, a financing risk assessment indexes system is established. Considering the indexes are considerable, an hybrid model based on rough set (RS) and support vector machine (SVM) is proposed: Rough sets, as a anterior preprocessor of SVM, can find out the kernel factors influencing the financing risk of coal and power pool project by means of attribute reduction algorithm, and then, using them as the input vectors of SVM, the financing risk assessment is conducted. Experiment results compared with traditional SVM model show that the accuracy of the RS-SVM model is evidently improved.
Keywords :
coal; financial data processing; mining industry; production engineering computing; risk management; rough set theory; support vector machines; CPPP; RS-SVM model; attribute reduction algorithm; coal industry; coal-and-power pool project; financing risk assessment indexes system; kernel factors; power industry; rough set; support vector machine; Coal; Indexes; Power markets; Risk management; Support vector machines; Testing; Training; coal and power pool; financing risk assessment; rough set; support vector machine;
Conference_Titel :
Computer Science & Education (ICCSE), 2012 7th International Conference on
Conference_Location :
Melbourne, VIC
Print_ISBN :
978-1-4673-0241-8
DOI :
10.1109/ICCSE.2012.6295040