SVM And Application Study In Personal Credit Scoring

The credit rating system obtained unprecedented attention with economic fast development as a part of system of national credit. The personal credit assessing is the comprehensive reflection of the personal assets and personal credit state. The important function of what personal credit assessing is being strengthened day by day, and the research of personal credit assessing method is becoming more active. The support vector machine is a machine learning method based on the small sample statistics study theory. This paper introduced the basic thought of support vector machine (SVM) systematically, and discussed state of personal credit scoring and the personal credit method in domestic and international. comparing and analyzing the bank personal credit characteristic data, studying the application of the LSVM (Lagrangian Support Vector Machine) in personal credit scoring, using the characteristic data which designed after analysis and comparison . We have carried on value experiments , using assessment method that newly designed and characteristic datum that design after comparing and analyzing, The real diagnosis result had indicated, LSVM has a good classified forecast ability.