Title : 
Credit Risk Identification of Bank Client Basing on Supporting Vector Machines
         
        
            Author : 
Zhu, Chunsheng ; Zhan, Yuanrui ; Jia, Shijun
         
        
            Author_Institution : 
Sch. of Manage., Tianjin Univ., Tianjin, China
         
        
        
        
        
        
            Abstract : 
Support vector machines(SVM) is the activest study content in statistical learning theory. Identificating and evaluating the credit risk of bank client Using the technology of SVM has the features of simple arithmetic and high precision. This article firstly introduces the theories and methods of bank client credit risk identification classified basing on SVM, and uses index entropy weighing select method to filter credit risk indexes of bank. Using the tochnology of SVM, takes the example of credit risk identification of a commercial bank, selects the object of related credit data of 68 clients in spinning industry of this bank, inspects its credit risk conditions.
         
        
            Keywords : 
banking; financial management; learning (artificial intelligence); pattern classification; risk management; statistical analysis; support vector machines; bank client; commercial bank; credit risk identification; index entropy; spinning industry; statistical learning theory; support vector machine; Entropy; Indexes; Industries; Kernel; Object recognition; Support vector machine classification; credit risk in spinning industry; credit risk of bank; risk identification; support vector machines technology;
         
        
        
        
            Conference_Titel : 
Business Intelligence and Financial Engineering (BIFE), 2010 Third International Conference on
         
        
            Conference_Location : 
Hong Kong
         
        
            Print_ISBN : 
978-1-4244-7575-9
         
        
        
            DOI : 
10.1109/BIFE.2010.25