The model of credit risk assessment in power industry base on RS-SVM

Abstract

In this paper, according to the situation of credit risk assessment in power industry, index system of risk assessment was established. Credit risk assessment models based on rough set and support vector machines (RSSVM) were proposed for the characteristic of more indicator numbers. Through introducing actual data of a power industry to the empirical analysis, this method was testified that it can classify the data in a high accuracy. The research illustrates that the model mentioned above has good results, and the method is practical and feasible.