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 :
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