• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.9 no.7
• /
• pp.1569-1574
• /
• 2005

In this paper, I propose an intelligent credit rating system using a bankruptcy prediction model based on support vector machines (SVMs). SVMs are promising methods because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. This study examines the feasibility of applying SVM in Predicting corporate bankruptcies by comparing it with other data mining techniques. In addition. this study presents architecture and prototype of intelligeht credit rating systems based on SVM models.

• The Journal of Industrial Distribution & Business
• /
• v.13 no.10
• /
• pp.1-8
• /
• 2022

Purpose: Support vector machines (SVMs) ensemble has been proposed to improve classification performance of Credit risk recently. However, currently used fusion strategies do not evaluate the importance degree of the output of individual component SVM classifier when combining the component predictions to the final decision. To deal with this problem, this paper designs a support vector machines (SVMs) ensemble method based on fuzzy integral, which aggregates the outputs of separate component SVMs with importance of each component SVM. Research design, data, and methodology: This paper designs a personal credit risk evaluation index system including 16 indicators and discusses a support vector machines (SVMs) ensemble method based on fuzzy integral for designing a credit risk assessment system to discriminate good creditors from bad ones. This paper randomly selects 1500 sample data of personal loan customers of a commercial bank in China 2015-2020 for simulation experiments. Results: By comparing the experimental result SVMs ensemble with the single SVM, the neural network ensemble, the proposed method outperforms the single SVM, and neural network ensemble in terms of classification accuracy. Conclusions: The results show that the method proposed in this paper has higher classification accuracy than other classification methods, which confirms the feasibility and effectiveness of this method.

• The Korean Journal of Applied Statistics
• /
• v.16 no.2
• /
• pp.261-271
• /
• 2003

Support Vector Machines (SVMs) provide a powerful performance of the learning system. Generally, SVMs tend to make overfitting. For the purpose of overcoming this difficulty, the definition of soft margin has been introduced. In this case, it causes another difficulty to decide the weight for slack variables reflecting soft margin classifiers. Especially, the error of soft margin algorithm can be bounded by a target margin and some norms of the slack vector. In this paper, we formulate a new soft margin algorithm considering the bound of corruption by noise in data directly. Additionally, through a numerical example, we compare the proposed method with a conventional soft margin algorithm.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
• /
• 2006.11a
• /
• pp.401-406
• /
• 2006

This paper presents the fault diagnosis of induction motor based on support vector machine(SVMs). SVMs are well known as intelligent classifier with strong generalization ability. Application SVMs using kernel function is widely used for multi-class classification procedure. In this paper, the algorithm of SVMs will be combined with feature extraction and reduction using component analysis such as independent component analysis, principal component analysis and their kernel(KICA and KPCA). According to the result, component analysis is very useful to extract the useful features and to reduce the dimensionality of features so that the classification procedure in SVM can perform well. Moreover, this method is used to induction motor for faults detection based on vibration and current signals. The results show that this method can well classify and separate each condition of faults in induction motor based on experimental work.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.9 no.6
• /
• pp.1889-1893
• /
• 2008

This paper explores the classification performance of applying to support vector machines (SVMs) for the image classification problems. In this study, we extract the color, texture and shape features of natural images and compare the performance of image classification using each individual feature and integrated features. The experiment results show that classification accuracy on the basis of color feature is better than that based on texture and shape features and the results of the integrating features also provides a better and more robust performance than individual feature. In additions, we show that the proposed classifier of SVM based approach outperforms BPNN to corporate the image classification problems.

• Asia pacific journal of information systems
• /
• v.21 no.2
• /
• pp.43-58
• /
• 2011

Support vector machines (SVMs), a machine learning technique, has been applied to not only binary classification problems such as bankruptcy prediction but also multi-class problems such as corporate credit ratings. However, in general, the performance of SVMs can be easily worse than the best alternative model to SVMs according to the selection of predictors, even though SVMs has the distinguishing feature of successfully classifying and predicting in a lot of dichotomous or multi-class problems. For overcoming the weakness of SVMs, this study has proposed an approach for selecting features for multi-class SVMs that utilize the impurity measures of classification trees. For the selection of the input features, we employed the C4.5 and CART algorithms, including the stepwise method of discriminant analysis, which is a well-known method for selecting features. We have built a multi-class SVMs model for credit rating using the above method and presented experimental results with data regarding S&P 500 companies.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
• /
• 2006.11a
• /
• pp.46-53
• /
• 2006

This paper presents the fault diagnosis of induction motor based on support vector machine (SVMs). SVMs are well known as intelligent classifier with strong generalization ability. Application SVMs using kernel function is widely used for multi-class classification procedure. In this paper, the algorithm of SVMs will be combined with feature extraction and reduction using component analysis such as independent component analysis, principal component analysis and their kernel (KICA and KPCA). According to the result, component analysis is very useful to extract the useful features and to reduce the dimensionality of features so that the classification procedure in SVM can perform well. Moreover, this method is used to induction motor for faults detection based on vibration and current signals. The results show that this method can well classify and separate each condition of faults in induction motor based on experimental work.

• The Korean Journal of Applied Statistics
• /
• v.17 no.1
• /
• pp.75-88
• /
• 2004

The Support Vector Machine(SVM) algorithm has paid attention on maximizing the shortest distance between sample points and discrimination hyperplane. This paper suggests the total margin algorithm which considers the distance between all data points and the separating hyperplane. The method extends existing support vector machine algorithm. In addition, this newly proposed method improves the generalization error bound. Numerical experiments show that the total margin algorithm provides good performance, comparing with the previous methods.

• Journal of Institute of Control, Robotics and Systems
• /
• v.15 no.4
• /
• pp.379-384
• /
• 2009

A human gaze detection and tracing method is importantly required for HMI(Human-Machine-Interface) like a Human-Serving robot. This paper proposed a novel three-dimension (3D) human gaze estimation method by using a face recognition, an orientation estimation and SVMs (Support Vector Machines). 2,400 images with the pan orientation range of $-90^{\circ}{\sim}90^{\circ}$ and tilt range of $-40^{\circ}{\sim}70^{\circ}$ with intervals unit of $10^{\circ}$ were used. A stereo camera was used to obtain the global coordinate of the center point between eyes and Gabor filter banks of horizontal and vertical orientation with 4 scales were used to extract the facial features. The experiment result shows that the error rate of proposed method is much improved than Liddell's.

• Journal of Mechanical Science and Technology
• /
• v.19 no.3
• /
• pp.846-859
• /
• 2005

Support vector machines (SVMs) have become one of the most popular approaches to learning from examples and have many potential applications in science and engineering. However, their applications in fault diagnosis of rotating machinery are rather limited. Most of the published papers focus on some special fault diagnoses. This study covers the overall diagnosis procedures on most of the faults experienced in rotating machinery and examines the performance of different SVMs strategies. The excellent characteristics of SVMs are demonstrated by comparing the results obtained by artificial neural networks (ANNs) using vibration signals of a fault simulator.