- 신용카드 매출정보를 이용한 SVM 기반 소상공인 부실예측모형
- ㆍ 저자명
- 윤종식,권영식,노태협,Yoon. Jong-Sik,Kwon. Young-Sik,Roh. Tae-Hyup
- ㆍ 간행물명
- 산업공학
- ㆍ 권/호정보
- 2007년|20권 4호|pp.448-457 (10 pages)
- ㆍ 발행정보
- 대한산업공학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
The small & micro business has the characteristics of both consumer credit risk and business credit risk. In predicting the bankruptcy for small-micro businesses, the problem is that in most cases, the financial data for evaluating business credit risks of small & micro businesses are not available. To alleviate such problem, we propose a bankruptcy prediction mechanism using the credit card sales information available, because most small businesses are member store of some credit card issuers, which is the main purpose of this study. In order to perform this study, we derive some variables and analyze the relationship between good and bad signs. We employ the new statistical learning technique, support vector machines (SVM) as a classifier. We use grid search technique to find out better parameter for SVM. The experimental result shows that credit card sales information could be a good substitute for the financial data for evaluating business credit risk in predicting the bankruptcy for small-micro businesses. In addition, we also find out that SVM performs best, when compared with other classifiers such as neural networks, CART, C5.0 multivariate discriminant analysis (MDA), and logistic regression.