다양한 다분류 SVM을 적용한 기업채권평가 = Corporate Bond Rating Using Various Multiclass Support Vector Machines

목차 (Table of Contents)

• abstract
• Ⅰ. 서 론
• Ⅱ. 이론적 배경
• 2.1 채권등급평가모형
• 2.2 표준 SVM
• 2.3 다분류 SVM: 6가지 구현기법
• 2.4 다분류 SVM을 적용한 채권등급평가모형에 관한 연구
• Ⅲ. 데이터와 실험 설계
• 3.1 실험 데이터
• 3.2 실험 데이터
• Ⅳ. 실험 결과
• Ⅴ. 결 언
• About the Authors

참고문헌 (Reference)

1 안현철, "다분류 Support Vector Machine을 이용한 한국 기업의 지능형 기업채권평가모형" 한국경영학회 35 (35): 1479-1496, 2006

2 Pinches, G.E., "The role of subordination and industrial bond ratings" 30 (30): 201-206, 1975

3 Vapnik, V., "The Nature of Statistical Learning Theory" New York, NY: Springer-Verlag 1995

4 Weston, J., "Support Vector Machines for Multiclass Pattern Recognition" 219-224, 1999

5 Lee, K.C., "Study on the Credit Evaluation Model Integrating Statistical Model and Artificial Intelligence Model" 21 (21): 81-100, 1996

6 Dietterich, T.G., "Solving multiclass learning problems via error- correcting output codes" 263-286, 1995

7 Wu, Y.-C., "Robust and efficient multiclass SVM models for phrase pattern recognition" 41 (41): 2874-2889, 2008

8 Kreβel, U., "Pairwise Classification and Support Vector Machines, In Schölkopf, B., Burges, C. and Smola, A.J.: Advances in Kernal Methods: Support Vector Learning, Chapter 15" MIT Press. Cambridge, MA 255-268, 1999

9 Kwon, Y.S., "Ordinal Pairwise Partitioning (OPP) approach to neural networks training in bond rating" 23-40, 1996

10 Crammer, K,, "On the Learnability and Design of Output Codes for Multiclass Problems" 35-46, 2000

11 Klautau, A., "On nearest-neighbor error-correcting output codes with application to all- pairs multiclass support vector machines" 4 (4): 1-15, 2003

12 Übeyli, E.D., "Multiclass support vector machines for diagnosis of erythemato- squamous disease" 35 (35): 1733-1740, 2008

13 Platt, J.C., "Large Margin DAG’s for multiclass classification, In Solla, S.A., Leen, T.K. and Muller, K.-R.: Advances in Neural Information Processing Systems, Vol. 12" MIT Press. Cambridge, MA 547-553, 2000

14 Chang, C.-C. and Lin, C.-J., "LIBSVM : a library for support vector machines"

15 Lorena, A.C., "Investigation of Strategies for the Generation of Multiclass Support Vector Machines, In Nguyen, N.T., and Katarzyniak, R.: New Challenges in Applied Intelligence Techniques" Springer-Verlag. Berlin, Germany 319-328, 2008

16 Jo, H., "Integration of case- based forecasting, neural network, and discriminant analysis for bankruptcy prediction" 415-422, 1996

17 Kim, K., "Financial time series forecasting using support vector machines" 55 (55): 307-319, 2003

18 Kim, J.W., "Expert systems for bond rating: a comparative analysis of statistical, rule-based and neural network systems" 167-171, 1993

19 Fisher, L., "Determinants of risk premiums on corporate bonds" 217-237, 1959

20 Huang, Z., "Credit Rating Analysis with Support Vector Machines and Neural Networks: A Market Comparative Study" 543-558, 2004

21 Altman, E.I., "Corporate Distress Diagnosis Comparisons Using Linear Discriminant Analysis and Neural Networks" 18 (18): 505-529, 1994

22 Ederington, H.L., "Classification models and bond ratings" 20 (20): 237-262, 1985

23 Shin, K.S., "Case-based reasoning supported by genetic algorithms for corporate bond rating" 16 (16): 85-95, 1999

24 Dutta, S., "Bond rating: a non-conservative application of neural networks" 443-450, 1988

25 Cao, L., "Bond rating using support vector machine" 10 (10): 285-296, 2006

26 Hsu, C W., "BSVM: a SVM library for the solution of large classification and regression problems"

27 Lee, Y.-C., "Application of support vector machines to corporate credit rating prediction" 33 (33): 67-74, 2007

28 Tay, F.E.H., "Application of Support Vector Machines in Financial Time Series Forecasting" 309-317, 2001

29 Friedman, J., "Another Approach to Polychtomous Classification" Stanford Univ. 1996

30 Chaveesuk, R., "Alternative neural network approaches to corporate bond rating" 2 (2): 117-131, 1999

31 Chen, W.-H., "A study of Taiwan’s issuer credit rating systems using support vector machines" 30 (30): 427-435, 2006

32 Pinches, G.E., "A multivariate analysis of industrial bond ratings" 28 (28): 1-18, 1973

33 Shin, K.S., "A case-based approach using inductive indexing for corporate bond rating" 41-52, 2001

34 Hsu, C W., "A Simple Decomposition Method for Support Vector Machines" 46 : 291-314, 2002

35 Park, K.-N., "A Hybrid Credit Rating System using Rough Set Theory" 25 (25): 125-135, 2000

36 Statnikov, A., "A Comprehensive Evaluation of Multicategory Classification Methods for Microarray Gene Expression Cancer Diagnosis" 21 (21): 631-543, 2005

37 Hsu, C W., "A Comparison of Methods for Multiclass Support Vector Machines" 13 (13): 415-425, 2002