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...

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Bibliographic Details
Main Authors: Mu Zhang, Zongfang Zhou
Format: Article
Language:English
Published: Atlantis Press 2012-07-01
Series:Journal of Risk Analysis and Crisis Response (JRACR)
Subjects:
Online Access:https://www.atlantis-press.com/article/2944.pdf