DocumentCode :
476071
Title :
The investing risk comprehensive evaluation using an improved support vector machine algorithm
Author :
Liu, Zhi-bin ; Shen, Peng
Author_Institution :
Dept. of Econ. & Manage., North China Electr. Power Univ., Baoding
Volume :
3
fYear :
2008
fDate :
12-15 July 2008
Firstpage :
1484
Lastpage :
1488
Abstract :
The electric power projects face the uncertain external environment, they are complex of projects themselves and the ability of the designers, erectors and operators are limited, which make the investing risk evaluation of electric power project becomes a pressing settlement problem. To evaluate the investing risk scientifically and accurately, this paper proposes the multi-level classification evaluating model based on improved support vector machine (SVM), which uses the SVM classification combination in series and introduces the type weight factor and sample weight factor. The model not only solves the shortcomings of small sample, high dimension, nonlinear and local minima in the traditional model, but solves the wrong classification question caused by the number imbalance of training samples and data interference. The investment risk evaluating results of 14 electric power projects in National Power Company show that the model is simple, feasible, and improve the evaluating accuracy and efficiency.
Keywords :
electricity supply industry; investment; pattern classification; power engineering computing; project management; risk management; support vector machines; National Power Company; SVM classification; data interference; electric power projects; investment risk comprehensive evaluation; multilevel classification evaluating model; support vector machine algorithm; Economic indicators; Environmental economics; Investments; Machine learning; Machine learning algorithms; Power generation economics; Project management; Risk management; Support vector machine classification; Support vector machines; Comprehensive evaluating; Electric power projects; Investing risk; Support vector machine;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Machine Learning and Cybernetics, 2008 International Conference on
Conference_Location :
Kunming
Print_ISBN :
978-1-4244-2095-7
Electronic_ISBN :
978-1-4244-2096-4
Type :
conf
DOI :
10.1109/ICMLC.2008.4620640
Filename :
4620640
Link To Document :
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