Title :
Identifying the Credit Level of a Company with Bagging-CART Integrated Algorithm
Author :
Ruicheng Yang ; Ailing Zuo
Author_Institution :
Finance Sch., Inner Mongolia Univ. of Finance & Econ., Hohhot, China
Abstract :
For identifying the credit level of a company, the paper introduces the Bagging algorithm into the CART algorithm, and form a Bagging-CART integrated algorithm. Based on the integrated algorithm, the paper gives some empirical analysis, and compares the Bagging-CART integrated algorithm with single CART algorithm in the identification problem. The empirical results show that the accuracy rate of using the Bagging-CART integrated algorithm is prior to the single CART algorithm.
Keywords :
credit transactions; bagging-CART integrated algorithm; company credit level identification; single CART algorithm; Accuracy; Algorithm design and analysis; Bagging; Classification algorithms; Companies; Forecasting; Prediction algorithms; Bagging-CART integrated algorithm; ROC curve; credit level;
Conference_Titel :
Computational Intelligence and Design (ISCID), 2014 Seventh International Symposium on
Print_ISBN :
978-1-4799-7004-9
DOI :
10.1109/ISCID.2014.188
