基于支持向量机的商业银行信用风险评估模型
Model Based on Support Vector Machine for Credit Risk Assessment in Commercial Banks
本文将支持向量机（Support Vector Machine，SVM）用于建立商业银行的信用风险评估模型。通过与MDA以及神经网络模型的比较，证实了该方法用于信用风险评估的有效性及优越性。
In this paper, a model, based on Support Vector Machine(SVM), is presented to assess the credit risk in commercial banks. Empirical results show that SVM model is effective and more advantageous than both MDA model and neural network model.
刘闽、林成德
财政、金融计算技术、计算机技术
信用风险评估 神经网络 统计学习理论 支持向量机
credit risk assessmentneural networkstatistical learning theorysupport vector machine.
刘闽,林成德.基于支持向量机的商业银行信用风险评估模型[EB/OL].(2004-02-27)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/200402-165.点此复制
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