Dalian University of Technology
Chi Guotai is a Professor of Finance, a PhD Supervisor and a doctor of management science and engineering, and he works in the School of Economics and Management of Dalian University of Technology, Dalian 116024, China. His research interest includes asset-liability management, financial risk management, credit rating, and so forth. And his current research is the credit rating theory and method in the big data environment. In the credit rating field, professor Chi has successfully hosted various national sponsored research projects and grants, and has obtained two national invention patents. He has also published more than 150 papers in important academic journals recognized by the Ministry of Management Science of the National Natural Science Foundation of China and more than 50 papers included in SSCI, SCI, EI, ISTP journals.
An optimized support vector machine intelligent technique using optimized feature selection methods: evidence from Chinese credit approval data
This paper focuses on feature selection methods for support vector machine (SVM) classifiers, checking their optimality by comparing them with some statistical and baseline methods.
In this study, the authors address the fact that the ranking of classifiers varies for different criteria with measures under different circumstances, by proposing the simultaneous application of support vector machine and probabilistic neural network …