| 基于支持向量机的供应链金融信用风险评估研究 |
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| 引用本文： | 胡海青,张琅,张道宏,陈亮.基于支持向量机的供应链金融信用风险评估研究[J].软科学,2011,25(5):26-30,36. |
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| 作者姓名： | 胡海青 张琅 张道宏 陈亮 |
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| 作者单位： | 1. 西安理工大学经济与管理学院,西安,710054
2. 中国建设银行陕西分行,西安,710061 |
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| 基金项目： | 国家自然科学基金，陕西省重点学科建设专项资金项目，陕西省科技厅软科学研究计划项目，西安市科技局软科学研究项目 |
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| 摘 要： | 研究了在供应链金融模式下的信用风险评估,提出了综合考虑核心企业资信状况及供应链关系状况的信用风险评估指标体系,运用机器学习的方法支持向量机(SVM)建立信用风险评估模型。通过与用主成分分析和Logistic回归方法建立的信用风险评估模型进行实证结果对比,证实了基于SVM的信用风险评估体系更具有效性和优越性。
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| 关 键 词： | 供应链金融 信用风险评估 支持向量机 Logistic模型 |
Research on Finance Credit Risk Assessment of Supply Chain Based on SVM |
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| HU Hai-qing,ZHANG Lang,ZHANG Dao-hong,CHEN Liang.Research on Finance Credit Risk Assessment of Supply Chain Based on SVM[J].Soft Science,2011,25(5):26-30,36. |
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| Authors: | HU Hai-qing ZHANG Lang ZHANG Dao-hong CHEN Liang |
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| Institution: | HU Hai-qing1,ZHANG Lang1,ZHANG Dao-hong1,CHEN Liang2(1.School of Economics and Administration,Xi'an University of Technology,Xi'an 710054,2.Construction Bank of China,Shaanxi Branch,Xi'an 710061) |
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| Abstract: | This paper researches on credit risk assessment in Supply Chain Finance(SCF) service.An index system of credit risk assessment considering the core enterprise's credit status and the supply chain relationship is developed.Furthermore,a credit risk assessment model based on Support Vector Machines(SVM) is conducted in this paper.At last,through analyzing and comparing the empirical results,it is testified that the SVM-based credit risk assessment model is more effective and advantageous than the logistic reg... |
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| Keywords: | SCF credit risk assessment SVM logistic model |
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