Appraisal Of Personal Credit Based On Rough Sets And Support Vector Machine

Along with the rapid development of China's economy, personal credit business has developed rapidly, and gradually become a important way of China's commercial Banks and other financial institutions to expand business share,improve profit growth point, it can stimulate national domestic demand too. While, under the economic transition environmental conditions, credit subject's credit deficiencies cause banks facing great risk and become the main obstacle to credit development and expansion. Comprehensive understanding and evaluating the credit status of individuals is key problem all of financial structure to improve personal credit and guard against credit risk .The followings are the mainly work of this this paper: Reviews Chinese personal credit evaluation work in the use of the evaluation index system, from the qualitative angle to the characteristics of index system are analyzed, and from the Angle of further quantitative study of individual credit evaluation index system of several important indexes and the effect of individual credibility. Set up a consumer credit evaluation model based on rough sets and support vector machine. Support vector machines has been applicated in the personal credit evaluation with good results. Personal Credit Index Systemt is usually contains a lot of redundant information, which will affect the support vector machine learning. This paper tried to build up a new credit evaluation model based on rough set and support vector machine; A empirical analysis of the establishing personal credit evaluation is made, Empirical study shows that this model can obtain high classification accurate rate and select the key features; Compare the classification accurate rate of credit evaluation model based on rough sets and support vector machine to several other classical methods. According to data sample themselves may exist certain limitations, this experiment has also used a set of open Australia credit the sample data to validate the SVM model portfolios rs-five classification effect, the results also achieved good results, the group data although is foreign data, but also from a side, reflects the SVM model portfolios rs-five personal credit evaluation in the applicability and reliabilityThis study aims to seek an effective personal credit evaluation model and then provides forceful support to consumer credit business ; Help Chinese commercial Banks, and other financial institutions conducting personal credit risk assessment system construction work; Improve consumer credit business level of risk management; Reduce bad assets loss caused by consumer credit subject's credit deficiencies and Promote China's personal credit market and orderly development.