APJIS Asia Pacific Journal of Information Systems

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The Journal for Information Professionals

Asia Pacific Journal of Information Systems (APJIS) is published by the Korea Society
of Management Information Systems (KMIS), which is the largest professional institute
in the field of information systems in Korea.

ISSN 2288-5404 (Print) / ISSN 2288-6818 (Online)

Editor : Sang-Yong Tom Lee

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Current Issue

Date September 2015
Vol. No. Vol. 25 No. 3
DOI http://dx.doi.org/10.14329/apjis.2015.25.3.579
Page 579~596
Title Multi-Class SVM+MTL for the Prediction of Corporate Credit Rating with Structured Data
Author Gang Ren, Taeho Hong, YoungKi Park
Keyword Support Vector Machines, SVM+, SVM+MTL (Multi-Task Learning), Credit Rating, Multi-Classification
Abstract Many studies have focused on the prediction of corporate credit rating using various data mining techniques. One of the most frequently used algorithms is support vector machines (SVM), and recently, novel techniques such as SVM+ and SVM+MTL have emerged. This paper intends to show the applicability of such new techniques to multi-classification and corporate credit rating and compare them with conventional SVM regarding prediction performance. We solve multi-class SVM+ and SVM+MTL problems by constructing several binary classifiers. Furthermore, to demonstrate the robustness and outstanding performance of SVM+MTL algorithm over other techniques, we utilized four typical multi-class processing methods in our experiments. The results show that SVM+MTL outperforms both conventional SVM and novel SVM+ in predicting corporate credit rating. This study contributes to the literature by showing the applicability of new techniques such as SVM+ and SVM+MTL and the outperformance of SVM+MTL over conventional techniques. Thus, this study enriches solving techniques for addressing multi-class problems such as corporate credit rating prediction.

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