A comparison of multi-classification methods for credit risk assessment in commercial banks | |
Zhou Difeng ; Lin Chengde ; Cheng, DH ; Xu, BG ; Lin CD(林成德) | |
2005 | |
关键词 | Credit Risk Assessment one-against-rest strategy One-against-One strategy Directed Acyclic Graph(DGA) strategy embedded space strategy |
英文摘要 | Credit Risk Assessment problem belongs essentially to an ordinal classification problem. How to construct an available assessing model is an important part in commercial banks credit management. In this paper, several multi-classification strategies, such as "One-against-rest", "One-against-one", "Directed Acyclic Graph", and "Embedded Space", are compared and applied them to construct credit risk assessment models respectively. By experiments, their assessing performances are compared and DAGSVM and ESSVM are more suitable for our purpose. |
语种 | 英语 |
内容类型 | 期刊论文 |
源URL | [http://dspace.xmu.edu.cn/handle/2288/70967] |
专题 | 信息技术-已发表论文 |
推荐引用方式 GB/T 7714 | Zhou Difeng,Lin Chengde,Cheng, DH,et al. A comparison of multi-classification methods for credit risk assessment in commercial banks[J],2005. |
APA | Zhou Difeng,Lin Chengde,Cheng, DH,Xu, BG,&林成德.(2005).A comparison of multi-classification methods for credit risk assessment in commercial banks.. |
MLA | Zhou Difeng,et al."A comparison of multi-classification methods for credit risk assessment in commercial banks".(2005). |
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