|国家预印本平台
首页|基于不平衡的银行破产分类算法研究

基于不平衡的银行破产分类算法研究

Banks Bankruptcy prediction via imbalanced clarification arithmetic

中文摘要英文摘要

银行破产预测问题,其实是个风险管理问题,本文通过应用分析基于不平衡数据的SVM及代价敏感方法,对大量银行财务指标数据进行分析,通过比较各种各样的机器学习模型,找出最佳的基于SVM的银行破产预测分类算法。本文的实验验证了基于不平衡数据的SVM分类算法能有效地对银行财务数据进行预警,有利于机构及时发现问题,采取措施以防破产发生。

he banks bankruptcy prediction problem, is risk management problem, through the application of the SVM arithmetic with cost sensitive learning, this article address the analysis on large amount of financial index of banks. And comparing the various kinds of machine learning, find out the best arithmetic on banks bankruptcy prediction. The experiments prove that the arithmetic base on SVM can efficiently find out those financial data which may lead to bank bankruptcy. It is beneficiary to those bank companies to investigate the potential issue and take necessary actions to prevent the bank bankruptcy.

杨晓伟、钟文寿

财政、金融计算技术、计算机技术

支持向量机代价敏感SMOTE银行破产预测

SVMCost SensitiveSMOTEBank failure prediction

杨晓伟,钟文寿.基于不平衡的银行破产分类算法研究[EB/OL].(2012-03-29)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/201203-805.点此复制

评论