Designing a Hybrid Intelligent Mining System for Credit Risk Evaluation

In this study, a novel hybrid intelligent mining system integrating rough sets theory and support vector machines is developed to extract efficiently association rules from original information table for credit risk evaluation and analysis. In the proposed hybrid intelligent system, support vector machines are used as a tool to extract typical features and filter its noise, which are different from the previous studies where rough sets were only used as a preprocessor for support vector machines. Such an approach could reduce the information table and generate the final knowledge from the reduced information table by rough sets. Therefore, the proposed hybrid intelligent system overcomes the dificulty of extracting rules from a trained support vector machine classifier and possesses the robustness which is lacking for rough-set-based approaches. In addition, the effectiveness of the proposed hybrid intelligent system is illustrated with two real-world credit datasets. This research was partially supported by the National Natural Science Foundation of China under Grant Nos. 70221001, 70701035, the Knowledge Innovation Program of the Chinese Academy of Sciences under Grant Nos. 3547600, 3046540, 3047540, the Key Research Institute of Philosophies and Social Sciences in Hunan Universities, and the National Natural Science Foundation of China/Research Grants Council (RGC) of Hong Kong Joint Research Scheme under Grant No. N_CityU110/07.