Journal of the Korea Institute of Information and Communication Engineering (한국정보통신학회논문지)

The Korea Institute of Information and Commucation Engineering (한국정보통신학회)
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Development of Intelligent Credit Rating System using Support Vector Machines

Support Vector Machine을 이용한 지능형 신용평가시스템 개발

  • 김경재 (동국대학교 경영대학 정보관리학과)
  • Published : 2005.11.01
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Abstract

In this paper, I propose an intelligent credit rating system using a bankruptcy prediction model based on support vector machines (SVMs). SVMs are promising methods because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. This study examines the feasibility of applying SVM in Predicting corporate bankruptcies by comparing it with other data mining techniques. In addition. this study presents architecture and prototype of intelligeht credit rating systems based on SVM models.

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References

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