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Credit scoring model based on neural network with particle Swarm optimization

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Credit scoring has gained more and more attentions both in academic world and the business community today. Many modeling techniques have been developed to tackle the credit scoring tasks. This paper presents a Structure-tuning Particle Swarm Optimization (SPSO) approach for training feed-forward neural networks (NNs). The algorithm is successfully applied to a real credit problem. By simultaneously tuning the structure and connection weights of NNs, the proposed algorithm generates optimized NNs with problem-matched information processing capacity and it also eliminates some ill effects introduced by redundant input features and the corresponding redundant structure. Compared with BP and GA, SPSO can improve the pattern classification accuracy of NNs while speeding up the convergence of training process.

Original languageEnglish (US)
Title of host publicationAdvances in Natural Computation - Second International Conference, ICNC 2006, Proceedings,
PublisherSpringer-Verlag
Pages76-79
Number of pages4
ISBN (Print)3540459014, 9783540459019
StatePublished - 2006
Externally publishedYes
Event2nd International Conference on Natural Computation, ICNC 2006 - Xi'an, China
Duration: Sep 24 2006Sep 28 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4221 LNCS - I
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference2nd International Conference on Natural Computation, ICNC 2006
Country/TerritoryChina
CityXi'an
Period9/24/069/28/06

ASJC Scopus subject areas

  • Theoretical Computer Science
  • General Computer Science

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