• DocumentCode
    571328
  • Title

    Personal Credit Assessment Based on KPCA and SVM

  • Author

    Wang, Jing ; Zhou, Yongsheng ; Du, Xinjian ; He, Mingke

  • Author_Institution
    Sch. of Bus., Beijing Technol. & Bus. Univ., Beijing, China
  • fYear
    2012
  • fDate
    18-21 Aug. 2012
  • Firstpage
    25
  • Lastpage
    28
  • Abstract
    Personal credit assessment is carried out by setting up a mathematical model to count, calculate and analyze the personal credit data. At present personal credit assessment has already became a kind of worldwide industry. In this paper we combine kernel principal component analysis and support vector machine to propose a new mathematical model based on KPCA and SVM. We extract personal credit data using KPCA, then use them to train SVM. Experiments show that the new method put forward in this paper is superior to other methods in assessing precision and assessing efficiency.
  • Keywords
    data analysis; mathematical analysis; principal component analysis; socio-economic effects; support vector machines; KPCA; SVM training; kernel principal component analysis; mathematical model; personal credit assessment; personal credit data analysis; support vector machine; worldwide industry; Business; Eigenvalues and eigenfunctions; Feature extraction; Kernel; Principal component analysis; Support vector machines; Training; Kernel Principal Component Analysis; Kernel function; Support Vector Machine;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Business Intelligence and Financial Engineering (BIFE), 2012 Fifth International Conference on
  • Conference_Location
    Lanzhou
  • Print_ISBN
    978-1-4673-2092-4
  • Type

    conf

  • DOI
    10.1109/BIFE.2012.13
  • Filename
    6305072