رتبه بندی اعتباری با پشتیبانی مدل ماشین بردار محدود یکنواخت
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|48457||2014||13 صفحه PDF||سفارش دهید||محاسبه نشده|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 41, Issue 16, 15 November 2014, Pages 7235–7247
Deciding whether borrowers can fulfill their obligations is a major issue for financial institutions, and while various credit rating models have been developed to help achieve this, they cannot reflect the domain knowledge of human experts. This paper proposes a new rating model based on a support vector machine with monotonicity constraints derived from the prior knowledge of financial experts. Experiments conducted on real-world data sets show that the proposed method, not only data driven but also domain knowledge oriented, can help correct the loss of monotonicity in data occurring during the collecting process, and performs better than the conventional counterpart.