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Weight-Selected Attribute Bagging for Credit Scoring
المؤلفون المشاركون
Li, Jianwu
Wei, Haizhou
Hao, Wangli
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2013، العدد 2013 (31 ديسمبر/كانون الأول 2013)، ص ص. 1-13، 13ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2013-05-22
دولة النشر
مصر
عدد الصفحات
13
التخصصات الرئيسية
الملخص EN
Assessment of credit risk is of great importance in financial risk management.
In this paper, we propose an improved attribute bagging method, weight-selected attribute bagging (WSAB), to evaluate credit risk.
Weights of attributes are first computed using attribute evaluation method such as linear support vector machine (LSVM) and principal component analysis (PCA).
Subsets of attributes are then constructed according to weights of attributes.
For each of attribute subsets, the larger the weights of the attributes the larger the probabilities by which they are selected into the attribute subset.
Next, training samples and test samples are projected onto each attribute subset, respectively.
A scoring model is then constructed based on each set of newly produced training samples.
Finally, all scoring models are used to vote for test instances.
An individual model that only uses selected attributes will be more accurate because of elimination of some of redundant and uninformative attributes.
Besides, the way of selecting attributes by probability can also guarantee the diversity of scoring models.
Experimental results based on two credit benchmark databases show that the proposed method, WSAB, is outstanding in both prediction accuracy and stability, as compared to analogous methods.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Li, Jianwu& Wei, Haizhou& Hao, Wangli. 2013. Weight-Selected Attribute Bagging for Credit Scoring. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-13.
https://search.emarefa.net/detail/BIM-1009170
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Li, Jianwu…[et al.]. Weight-Selected Attribute Bagging for Credit Scoring. Mathematical Problems in Engineering No. 2013 (2013), pp.1-13.
https://search.emarefa.net/detail/BIM-1009170
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Li, Jianwu& Wei, Haizhou& Hao, Wangli. Weight-Selected Attribute Bagging for Credit Scoring. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-13.
https://search.emarefa.net/detail/BIM-1009170
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1009170
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
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