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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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