• DocumentCode
    3585507
  • Title

    Identifying the Credit Level of a Company with Bagging-CART Integrated Algorithm

  • Author

    Ruicheng Yang ; Ailing Zuo

  • Author_Institution
    Finance Sch., Inner Mongolia Univ. of Finance & Econ., Hohhot, China
  • Volume
    2
  • fYear
    2014
  • Firstpage
    371
  • Lastpage
    374
  • Abstract
    For identifying the credit level of a company, the paper introduces the Bagging algorithm into the CART algorithm, and form a Bagging-CART integrated algorithm. Based on the integrated algorithm, the paper gives some empirical analysis, and compares the Bagging-CART integrated algorithm with single CART algorithm in the identification problem. The empirical results show that the accuracy rate of using the Bagging-CART integrated algorithm is prior to the single CART algorithm.
  • Keywords
    credit transactions; bagging-CART integrated algorithm; company credit level identification; single CART algorithm; Accuracy; Algorithm design and analysis; Bagging; Classification algorithms; Companies; Forecasting; Prediction algorithms; Bagging-CART integrated algorithm; ROC curve; credit level;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Intelligence and Design (ISCID), 2014 Seventh International Symposium on
  • Print_ISBN
    978-1-4799-7004-9
  • Type

    conf

  • DOI
    10.1109/ISCID.2014.188
  • Filename
    7082009
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3585507