基于PSO-LSSVM的中小企业信用风险评价研究

发布时间：2018-05-09 15:15

本文选题：中小企业 + 商业银行　；参考：《河北工程大学》2017年硕士论文

【摘要】：近年来,金融危机发生的次数越来越多,中小企业融资难的问题暴露的越来越明显,直接影响着我国经济发展。因此商业银行以及政府都应该对此高度关注。商业银行在信用风险的管理上采取了许多新的办法,虽然有所缓解但是效果不是很明显。如果想解决中小企业融资难,就要对其原因进行分析,造成中小企业融资难的根本原因是商业银行和中小企业信息不对称造成的。如果想解决该问题就应该找到能够准确评估中小企业信用风险的方法,商业银行对中小企业的信用进行准确的评估对解决中小企业融资难起到很大的作用。本文站在商业银行的角度对中小融资企业信用风险的评估,首先通过分析中小企业特点,构建中小企业的信用风险评价指标体系,对比分析现有信用风险评价方法的优缺点,确定用支持向量机方法进行评估,由于中小企业的特殊性,对支持向量机进行了改进和优化,将最小二乘法与支持向量机相结合,并且用粒子群算法对其进行了参数的优化,对中小企业是否违约进行了准确的分类,证明了基于PSO-LSSVM模型在对中小企业的信用风险评估的优越性,为商业银行提供了一种很好的对中小企业进行信用风险评估的方法。
[Abstract]:In recent years, the number of financial crises has become more and more, the problem of financing difficult for small and medium-sized enterprises is becoming more and more obvious, which directly affects the economic development of our country. Therefore, commercial banks and the government should pay much attention to this. It is very obvious that if it is difficult to solve the financing of small and medium-sized enterprises, it is necessary to analyze the reasons for the difficulty of financing for small and medium-sized enterprises. If we want to solve this problem, we should find a way to accurately assess the risk of SMEs' credit, and the commercial banks are to small and medium enterprises. The accurate evaluation of credit plays a very important role in solving the financing difficulties of small and medium-sized enterprises. This paper is to evaluate the credit risk of small and medium-sized financing enterprises from the perspective of commercial banks. First, through the analysis of the characteristics of small and medium-sized enterprises, the credit risk evaluation index system of small and medium-sized enterprises is constructed, and the advantages and disadvantages of the existing credit risk evaluation methods are compared. It is determined that the support vector machine is used for evaluation. Because of the particularity of the small and medium enterprises, the support vector machine is improved and optimized. The least square method is combined with the support vector machine, and the particle swarm optimization is used to optimize the parameters of the SVM. It has carried out an accurate classification to the breach of contract for small and medium enterprises, and proved that the PSO-LSSVM model is based on the model. The superiority of the model in the credit risk assessment of small and medium-sized enterprises provides a good way for the commercial banks to conduct credit risk assessment for SMEs.

【学位授予单位】：河北工程大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F276.3

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