The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics h...The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.展开更多
Analysis of cellular behavior is significant for studying cell cycle and detecting anti-cancer drugs. It is a very difficult task for image processing to isolate individual cells in confocal microscopic images of non-...Analysis of cellular behavior is significant for studying cell cycle and detecting anti-cancer drugs. It is a very difficult task for image processing to isolate individual cells in confocal microscopic images of non-stained live cell cultures. Because these images do not have adequate textural variations. Manual cell segmentation requires massive labor and is a time consuming process. This paper describes an automated cell segmentation method for localizing the cells of Chinese hamster ovary cell culture. Several kinds of high-dimensional feature descriptors, K-means clustering method and Chan-Vese model-based level set are used to extract the cellular regions. The region extracted are used to classify phases in cell cycle. The segmentation results were experimentally assessed. As a result, the proposed method proved to be significant for cell isolation. In the evaluation experiments, we constructed a database of Chinese Hamster Ovary Cell’s microscopic images which includes various photographing environments under the guidance of a biologist.展开更多
基金supported by the National Natural Science Foundation of China Key Project under Grant No.70933003the National Natural Science Foundation of China under Grant Nos.70871109 and 71203247
文摘The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.
文摘Analysis of cellular behavior is significant for studying cell cycle and detecting anti-cancer drugs. It is a very difficult task for image processing to isolate individual cells in confocal microscopic images of non-stained live cell cultures. Because these images do not have adequate textural variations. Manual cell segmentation requires massive labor and is a time consuming process. This paper describes an automated cell segmentation method for localizing the cells of Chinese hamster ovary cell culture. Several kinds of high-dimensional feature descriptors, K-means clustering method and Chan-Vese model-based level set are used to extract the cellular regions. The region extracted are used to classify phases in cell cycle. The segmentation results were experimentally assessed. As a result, the proposed method proved to be significant for cell isolation. In the evaluation experiments, we constructed a database of Chinese Hamster Ovary Cell’s microscopic images which includes various photographing environments under the guidance of a biologist.
