基于AdaBoost-BOA的中小企业信用评估模型

Credit Evaluation Model of Small and Medium-sized Enterprises Based on AdaBoost-BOA

针对我国现有信贷风险评估体系的不完善以及银行对中小企业的信用等级评估的要求,提出了一种基于Ada⁃Boost-BOA的中小企业信用评估模型。首先确定中小企业信用评估指标,然后通过贝叶斯优化算法构建AdaBoost-BOA集成分类信用评估模型。实验结果表明,与其他传统的模型相比较,论文提出的AdaBoost-BOA模型在信用等级评估中具有更优良的评估性能,其准确率更高。

Aiming at the imperfection of China's existing credit risk assessment system and the bank's requirements for credit rating of SMEs,a credit evaluation model for SMEs based on AdaBoost-BOA is proposed.Firstly,the credit evaluation indicator of SMEs is determined,and then the AdaBoost-BOA integrated classification credit evaluation model is constructed by Bayesian opti⁃mization algorithm.The experimental results show that compared with other traditional models,the proposed AdaBoost-BOA model has better evaluation performance in credit rating evaluation,and its accuracy is higher.