Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation

doi:10.1007/s11424-008-9133-7

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	Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation
	Yu, Lean 1; Wang, Shouyang1 ; Wen, Fenghua 2; Lai, Kin Keung 3; He, Shaoyi 4
	2008-12-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	21 期号:4 页码:527-539
摘要	In this study, a novel hybrid intelligent mining system integrating rough sets theory and support vector machines is developed to extract efficiently association rules from original information table for credit risk evaluation and analysis. In the proposed hybrid intelligent system, support vector machines are used as a tool to extract typical features and filter its noise, which are different from the previous studies where rough sets were only used as a preprocessor for support vector machines. Such an approach could reduce the information table and generate the final knowledge from the reduced information table by rough sets. Therefore, the proposed hybrid intelligent system overcomes the dificulty of extracting rules from a trained support vector machine classifier and possesses the robustness which is lacking for rough-set-based approaches. In addition, the effectiveness of the proposed hybrid intelligent system is illustrated with two real-world credit datasets.
关键词	Credit risk evaluation hybrid intelligent system rough sets support vector machine
DOI	10.1007/s11424-008-9133-7
语种	英语
资助项目	National Natural Science Foundation of China[70221001] ; National Natural Science Foundation of China[70701035] ; Chinese Academy of Sciences[3547600] ; Chinese Academy of Sciences[3046540] ; Chinese Academy of Sciences[3047540] ; Hong Kong Joint Research Scheme[N CityU110/07]
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000260878200004
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5412
专题	系统科学研究所
通讯作者	Yu, Lean
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100190, Peoples R China 2.Changsha Univ Sci & Technol, Sch Econ & Management, Changsha 410076, Peoples R China 3.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 4.Calif State Univ San Marcos, Coll Business Adm, Dept Informat Syst & Operat Management, San Marcos, CA 92096 USA
推荐引用方式 GB/T 7714	Yu, Lean,Wang, Shouyang,Wen, Fenghua,et al. Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2008,21(4):527-539.
APA	Yu, Lean,Wang, Shouyang,Wen, Fenghua,Lai, Kin Keung,&He, Shaoyi.(2008).Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,21(4),527-539.
MLA	Yu, Lean,et al."Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 21.4(2008):527-539.