A Credit Rating Model for Enterprises Based on Projection Pursuit and K-Means Clustering Algorithm
This paper proposes a new credit rating model for enterprises based on the Projection Pursuit and K-means clustering algorithm. Firstly, using Projection Pursuit, the comprehensive credit score of each sample is obtained, so as to reflect the structure or characteristics of original multi-dimensiona...
Main Authors: | Mu Zhang, Zongfang Zhou |
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Format: | Article |
Language: | English |
Published: |
Society for Risk Analysis - China
2012-07-01
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Series: | Journal of Risk Analysis and Crisis Response (JRACR) |
Subjects: | |
Online Access: | https://www.atlantis-press.com/article/2944.pdf |
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