• 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