• DocumentCode
    3249515
  • Title

    Financing risk assessment of coal and power pool project based on rough set and support vector machine

  • Author

    Zhang, Xing

  • Author_Institution
    Dept. of Econ. Manage., North China Electr. Power Univ., Baoding, China
  • fYear
    2012
  • fDate
    14-17 July 2012
  • Firstpage
    121
  • Lastpage
    125
  • Abstract
    Based on the characteristics of coal and power pool project, a financing risk assessment indexes system is established. Considering the indexes are considerable, an hybrid model based on rough set (RS) and support vector machine (SVM) is proposed: Rough sets, as a anterior preprocessor of SVM, can find out the kernel factors influencing the financing risk of coal and power pool project by means of attribute reduction algorithm, and then, using them as the input vectors of SVM, the financing risk assessment is conducted. Experiment results compared with traditional SVM model show that the accuracy of the RS-SVM model is evidently improved.
  • Keywords
    coal; financial data processing; mining industry; production engineering computing; risk management; rough set theory; support vector machines; CPPP; RS-SVM model; attribute reduction algorithm; coal industry; coal-and-power pool project; financing risk assessment indexes system; kernel factors; power industry; rough set; support vector machine; Coal; Indexes; Power markets; Risk management; Support vector machines; Testing; Training; coal and power pool; financing risk assessment; rough set; support vector machine;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer Science & Education (ICCSE), 2012 7th International Conference on
  • Conference_Location
    Melbourne, VIC
  • Print_ISBN
    978-1-4673-0241-8
  • Type

    conf

  • DOI
    10.1109/ICCSE.2012.6295040
  • Filename
    6295040