ترکیب انتخاب ویژگی روش های با SVM در امتیازدهی اعتباری

The credit scoring has been regarded as a critical topic and its related departments make efforts to collect huge amount of data to avoid wrong decision. An effective classificatory model will objectively help managers instead of intuitive experience. This study proposes four approaches combining with the SVM (support vector machine) classifier for features selection that retains sufficient information for classification purpose. Different credit scoring models are constructed by selecting attributes with four approaches. Two UCI (University of California, Irvine) data sets are chosen to evaluate the accuracy of various hybrid-SVM models. SVM classifier combines with conventional statistical LDA, Decision tree, Rough sets and F-score approaches as features pre-processing step to optimize feature space by removing both irrelevant and redundant features. In this paper, the procedure of the proposed approaches will be described and then evaluated by their performances. The results are compared in combination with SVM classifier and nonparametric Wilcoxon signed rank test will be held to show if there is any significant difference between these models. The result in this study suggests that hybrid credit scoring approach is mostly robust and effective in finding optimal subsets and is a promising method to the fields of data mining.