scholarly journals Construction and Application Research of Isomap-RVM Credit Assessment Model

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Guangrong Tong ◽  
Siwei Li
Keyword(s):  
Dimensionality Reduction ◽  
Financial Analysis ◽  
Listed Companies ◽  
Relevance Vector Machine ◽  
Assessment Model ◽  
Support Vector ◽  
Credit Risk Management ◽  
Characteristic Index ◽  
Credit Risks ◽  
Isometric Feature Mapping

Credit assessment is the basis and premise of credit risk management systems. Accurate and scientific credit assessment is of great significance to the operational decisions of shareholders, corporate creditors, and management. Building a good and reliable credit assessment model is key to credit assessment. Traditional credit assessment models are constructed using the support vector machine (SVM) combined with certain traditional dimensionality reduction algorithms. When constructing such a model, the dimensionality reduction algorithms are first applied to reduce the dimensions of the samples, so as to prevent the correlation of the samples’ characteristic index from being too high. Then, machine learning of the samples will be conducted using the SVM, in order to carry out classification assessment. To further improve the accuracy of credit assessment methods, this paper has introduced more cutting-edge algorithms, applied isometric feature mapping (Isomap) for dimensionality reduction, and used the relevance vector machine (RVM) for credit classification. It has constructed an Isomap-RVM model and used it to conduct financial analysis of China's listed companies. The empirical analysis shows that the credit assessment accuracy of the Isomap-RVM model is significantly higher than that of the Isomap-SVM model and slightly higher than that of the PCA-RVM model. It can correctly identify the credit risks of listed companies.

scholarly journals The Risk Management of Commercial Banks——Credit-Risk Assessment of Enterprises

2016 ◽  
Vol 8 (9) ◽  
pp. 69
Author(s):  
Na Luo ◽  
Jiayi Yang ◽  
Yuanfeng Zhu ◽  
Yu Zhang
Keyword(s):  
Risk Assessment ◽  
Risk Management ◽  
Credit Risk ◽  
Commercial Banks ◽  
Assessment System ◽  
Assessment Model ◽  
Good Prediction ◽  
Credit Risk Management ◽  
Credit Risk Assessment ◽  
Credit Risks

With the diversified developments of the financial market, commercial banks are confronted with various risks, among which the credit risk is the core, and thus the assessment of enterprises’ credit risks is especially important in the credit process of the commercial banks. Based on the relevant researches about commercial banks’ credit risk management, the paper carries out a deep analysis on the factors that may affect the credit risk assessment and then establishes a relatively comprehensive credit risk assessment system. In this paper, we apply our risk assessment model, which is established on the basis of GRNN neural network model, to make an empirical analysis with the selected sample data. And the results suggest that the hit rates of identifying high quality enterprises and low quality enterprises are 92.16 percent and 93.75 percent, respectively, indicating that the model has realized a good prediction.

scholarly journals CREDIT RISKS AS THE OBJECT OF CONTROL AND REGULATION BY THE NATIONAL BANK OF UKRAINE

2017 ◽  
pp. 150-155
Author(s):  
Yaryna Petrushko
Keyword(s):  
Risk Management ◽  
Financial Analysis ◽  
Analysis Procedure ◽  
Credit Risk Management ◽  
High Quality ◽  
Credit Risks ◽  
Management Problems ◽  
National Bank ◽  
Object Of Control

The article aims to define the main methods that can be used by the National Bank of Ukraine for controlling and regulating of the credit operation by the banks. One of the main targets of controlling and regulating of such type of operations by the National Bank is the protection of investors’ rights and interests, since credit activities are the allocation of the investors’ money. By the analysing the laws and regulations, the main requirements and ratios, which are stipulated by the National Bank and are to be adhered by all banks, have been unified. Both adhering of the required rations and complying with financial analysis procedure are crucial for bank’s stability and formation of the high quality of credit loans portfolio. The attention, which the National Bank pays to the risk management problems, especially credit risk management problems, testifies the actuality of this topic. Considering the number of banks, which are under liquidation procedure because of the bad quality of credit’s loans portfolio and lack of the loss loan reserves, credit transactions and all the risks which are associated should be controlled and regulated by the National Bank of Ukraine.

A comprehensive study on statistical prediction and reduction of tire/road noise

2021 ◽  
pp. 107754632110131
Author(s):  
Somaye Mohammadi ◽  
Abdolreza Ohadi ◽  
Mostafa Irannejad-Parizi
Keyword(s):  
Neural Network ◽  
Road Transport ◽  
Relevance Vector Machine ◽  
Statistical Investigation ◽  
Statistical Prediction ◽  
Support Vector ◽  
Prediction Ability ◽  
Vector Method ◽  
Tire Noise ◽  
Rolling Noise

Promoting safe tires with low external rolling noise increases the environmental efficiency of road transport. Although tire builders have been striving to reduce emitted noise, the issue’s sophisticated nature has made it difficult. This article aims to make the problem straightforward, relying on recent significant improvements in statistical science. In this regard, the prediction ability of new methods in this field, including support vector machine, relevance vector machine, and convolutional neural network, along with the new architecture of the neural network is compared. Tire noise is measured under the coast-by condition. Two training strategies are proposed: extracting features from a tread pattern image and directly importing an image to the model. The relevance vector method, which is trained using the first strategy, has provided the most accurate results with an error of 0.62 dB(A) in predicting the total noise level. This precise model is used instead of experimentation to analyze the sensitivity of tire noise to its parameters using a small central composite design. The parametric study reveals striking tips for reducing noise, especially in terms of interactions between parameters that have not previously been shown. Finally, a novel two-stage approach for reducing noise by tread pattern optimization is proposed, inspired by two regression models derived from statistical investigation and variance analysis. Changes in tread pattern specifications of two case studies and their randomization have resulted in a reduction of 3.2 dB(A) for a high-noise tire and 0.4 dB(A) decrement for a quieter tire.

Ensemble classification technique for heart disease prediction with meta-heuristic-enabled training system

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Parvathaneni Rajendra Kumar ◽  
Suban Ravichandran ◽  
Satyala Narayana
Keyword(s):  
Heart Disease ◽  
Dimensionality Reduction ◽  
Research Work ◽  
Feature Reduction ◽  
Ensemble Classification ◽  
Support Vector ◽  
Disease Prediction ◽  
Central Tendency ◽  
Sea Lion ◽  
Qualitative Variation

AbstractObjectivesThis research work exclusively aims to develop a novel heart disease prediction framework including three major phases, namely proposed feature extraction, dimensionality reduction, and proposed ensemble-based classification.MethodsAs the novelty, the training of NN is carried out by a new enhanced optimization algorithm referred to as Sea Lion with Canberra Distance (S-CDF) via tuning the optimal weights. The improved S-CDF algorithm is the extended version of the existing “Sea Lion Optimization (SLnO)”. Initially, the statistical and higher-order statistical features are extracted including central tendency, degree of dispersion, and qualitative variation, respectively. However, in this scenario, the “curse of dimensionality” seems to be the greatest issue, such that there is a necessity of dimensionality reduction in the extracted features. Hence, the principal component analysis (PCA)-based feature reduction approach is deployed here. Finally, the dimensional concentrated features are fed as the input to the proposed ensemble technique with “Support Vector Machine (SVM), Random Forest (RF), K-Nearest Neighbor (KNN)” with optimized Neural Network (NN) as the final classifier.ResultsAn elaborative analyses as well as discussion have been provided by concerning the parameters, like evaluation metrics, year of publication, accuracy, implementation tool, and utilized datasets obtained by various techniques.ConclusionsFrom the experiment outcomes, it is proved that the accuracy of the proposed work with the proposed feature set is 5, 42.85, and 10% superior to the performance with other feature sets like central tendency + dispersion feature, central tendency qualitative variation, and dispersion qualitative variation, respectively.ResultsFinally, the comparative evaluation shows that the presented work is appropriate for heart disease prediction as it has high accuracy than the traditional works.

scholarly journals An Estimation of Ship Collision Risk Based on Relevance Vector Machine

2021 ◽  
Vol 9 (5) ◽  
pp. 538
Author(s):  
Jinwan Park ◽  
Jung-Sik Jeong
Keyword(s):  
Machine Learning ◽  
Decision Making ◽  
Risk Estimation ◽  
Good Method ◽  
Relevance Vector Machine ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Collision Risk ◽  
Estimation Model ◽  
Ship Collision

According to the statistics of maritime collision accidents over the last five years (2016–2020), 95% of the total maritime collision accidents are caused by human factors. Machine learning algorithms are an emerging approach in judging the risk of collision among vessels and supporting reliable decision-making prior to any behaviors for collision avoidance. As the result, it can be a good method to reduce errors caused by navigators’ carelessness. This article aims to propose an enhanced machine learning method to estimate ship collision risk and to support more reliable decision-making for ship collision risk. In order to estimate the ship collision risk, the conventional support vector machine (SVM) was applied. Regardless of the advantage of the SVM to resolve the uncertainty problem by using the collected ships’ parameters, it has inherent weak points. In this study, the relevance vector machine (RVM), which can present reliable probabilistic results based on Bayesian theory, was applied to estimate the collision risk. The proposed method was compared with the results of applying the SVM. It showed that the estimation model using RVM is more accurate and efficient than the model using SVM. We expect to support the reasonable decision-making of the navigator through more accurate risk estimation, thus allowing early evasive actions.

scholarly journals A Novel Hybrid Method for Landslide Susceptibility Mapping-Based GeoDetector and Machine Learning Cluster: A Case of Xiaojin County, China

2021 ◽  
Vol 10 (2) ◽  
pp. 93
Author(s):  
Wei Xie ◽  
Xiaoshuang Li ◽  
Wenbin Jian ◽  
Yang Yang ◽  
Hongwei Liu ◽  
...  
Keyword(s):  
Machine Learning ◽  
Hybrid Method ◽  
Roc Curve ◽  
Landslide Susceptibility ◽  
Susceptibility Mapping ◽  
Assessment Model ◽  
Landslide Susceptibility Mapping ◽  
Support Vector ◽  
Susceptibility Map ◽  
Area Index

Landslide susceptibility mapping (LSM) could be an effective way to prevent landslide hazards and mitigate losses. The choice of conditional factors is crucial to the results of LSM, and the selection of models also plays an important role. In this study, a hybrid method including GeoDetector and machine learning cluster was developed to provide a new perspective on how to address these two issues. We defined redundant factors by quantitatively analyzing the single impact and interactive impact of the factors, which was analyzed by GeoDetector, the effect of this step was examined using mean absolute error (MAE). The machine learning cluster contains four models (artificial neural network (ANN), Bayesian network (BN), logistic regression (LR), and support vector machines (SVM)) and automatically selects the best one for generating LSM. The receiver operating characteristic (ROC) curve, prediction accuracy, and the seed cell area index (SCAI) methods were used to evaluate these methods. The results show that the SVM model had the best performance in the machine learning cluster with the area under the ROC curve of 0.928 and with an accuracy of 83.86%. Therefore, SVM was chosen as the assessment model to map the landslide susceptibility of the study area. The landslide susceptibility map demonstrated fit with landslide inventory, indicated the hybrid method is effective in screening landslide influences and assessing landslide susceptibility.

scholarly journals Using the Relevance Vector Machine Model Combined with Local Phase Quantization to Predict Protein-Protein Interactions from Protein Sequences

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Ji-Yong An ◽  
Fan-Rong Meng ◽  
Zhu-Hong You ◽  
Yu-Hong Fang ◽  
Yu-Jun Zhao ◽  
...  
Keyword(s):  
Protein Sequences ◽  
Relevance Vector Machine ◽  
Experimental Results ◽  
Computational Method ◽  
Support Vector ◽  
Svm Classifier ◽  
Local Phase ◽  
Local Phase Quantization ◽  
Phase Quantization ◽  
Better Than

We propose a novel computational method known as RVM-LPQ that combines the Relevance Vector Machine (RVM) model and Local Phase Quantization (LPQ) to predict PPIs from protein sequences. The main improvements are the results of representing protein sequences using the LPQ feature representation on a Position Specific Scoring Matrix (PSSM), reducing the influence of noise using a Principal Component Analysis (PCA), and using a Relevance Vector Machine (RVM) based classifier. We perform 5-fold cross-validation experiments onYeastandHumandatasets, and we achieve very high accuracies of 92.65% and 97.62%, respectively, which is significantly better than previous works. To further evaluate the proposed method, we compare it with the state-of-the-art support vector machine (SVM) classifier on theYeastdataset. The experimental results demonstrate that our RVM-LPQ method is obviously better than the SVM-based method. The promising experimental results show the efficiency and simplicity of the proposed method, which can be an automatic decision support tool for future proteomics research.

A hybrid predictive framework for evaluating P2P credit risks

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Liang He ◽  
Haiyan Xu ◽  
Ginger Y. Ke
Keyword(s):  
Imbalanced Data ◽  
Sampling Technique ◽  
Critical Value ◽  
Quantitative Model ◽  
Support Vector ◽  
Content Type ◽  
Dynamic Selection ◽  
Credit Risks ◽  
Classification Feature ◽  
Selection Approach

PurposeDespite better accessibility and flexibility, peer-to-peer (P2P) lending has suffered from excessive credit risks, which may cause significant losses to the lenders and even lead to the collapse of P2P platforms. The purpose of this research is to construct a hybrid predictive framework that integrates classification, feature selection, and data balance algorithms to cope with the high-dimensional and imbalanced nature of P2P credit data.Design/methodology/approachAn improved synthetic minority over-sampling technique (IMSMOTE) is developed to incorporate the randomness and probability into the traditional synthetic minority over-sampling technique (SMOTE) to enhance the quality of synthetic samples and the controllability of synthetic processes. IMSMOTE is then implemented along with the grey relational clustering (GRC) and the support vector machine (SVM) to facilitate a comprehensive assessment of the P2P credit risks. To enhance the associativity and functionality of the algorithm, a dynamic selection approach is integrated with GRC and then fed in the SVM's process of parameter adaptive adjustment to select the optimal critical value. A quantitative model is constructed to recognize key criteria via multidimensional representativeness.FindingsA series of experiments based on real-world P2P data from Prosper Funding LLC demonstrates that our proposed model outperforms other existing approaches. It is also confirmed that the grey-based GRC approach with dynamic selection succeeds in reducing data dimensions, selecting a critical value, identifying key criteria, and IMSMOTE can efficiently handle the imbalanced data.Originality/valueThe grey-based machine-learning framework proposed in this work can be practically implemented by P2P platforms in predicting the borrowers' credit risks. The dynamic selection approach makes the first attempt in the literature to select a critical value and indicate key criteria in a dynamic, visual and quantitative manner.

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