DocumentCode
2974030
Title
Application of particle swarm optimization to credit risk assessment
Author
Li, Cheng-An ; Xu, Jing ; Wang, He-Yong
Author_Institution
Dept. of E-Bus., South China Univ. of Technol., Guangzhou, China
fYear
2009
fDate
22-24 June 2009
Firstpage
1427
Lastpage
1432
Abstract
In this paper, we apply particle swarm optimization (PSO) to solve feature subset selection problems. The proposed PSO algorithm is combined with nearest neighbor classifiers. The algorithm is applied to classify credit risk using benchmark data sets from UCI databases. The experimental results presented in the paper demonstrate that the application of our proposed method lets to achieve better results than the existing methods in terms of solution quality and computational efficiency.
Keywords
financial management; particle swarm optimisation; risk management; UCI databases; credit risk assessment; feature subset selection; nearest neighbor classifiers; particle swarm optimization; Automation; Birds; Computational efficiency; Data mining; Humans; Information analysis; Nearest neighbor searches; Particle swarm optimization; Risk management; Spatial databases;
fLanguage
English
Publisher
ieee
Conference_Titel
Information and Automation, 2009. ICIA '09. International Conference on
Conference_Location
Zhuhai, Macau
Print_ISBN
978-1-4244-3607-1
Electronic_ISBN
978-1-4244-3608-8
Type
conf
DOI
10.1109/ICINFA.2009.5205140
Filename
5205140
Link To Document