Research on Credit Risk Measurement of Small and Micro Enterprises Based on the Integrated Algorithm of Improved GSO and ELM

摘要

Small and micro enterprises play a very important role in economic growth, technological innovation, employment and social stability etc. Due to the lack of credible financial statements and reliable business records of small and micro enterprises, they are facing financing difficulties, which has become an important factor hindering the development of small and micro enterprises. Therefore, a credit risk measurement model based on the integrated algorithm of improved GSO (Glowworm Swarm Optimization) and ELM (Extreme Learning Machine) is proposed in this paper. First of all, according to the growth and development characteristics of small and micro enterprises in the big data environment, the formation mechanism of credit risk of small and micro enterprises is analyzed from the perspective of granularity scaling, cross-border association and global view driven by big data, and the index system of credit comprehensive measurement is established by summarizing and analyzing the factors that affect the credit evaluation index. Secondly, a new algorithm based on the parallel integration of the good point set adaptive glowworm swarm optimization algorithm and the Extreme learning machine is built. Finally, the integrated algorithm based on improved GSO and ELM is applied to the credit risk measurement modeling of small and micro enterprises, and some sample data of small and micro enterprises in China are collected, and simulation experiments are carried out with the help of MATLAB software tools. The experimental results show that the model is effective, feasible, and accurate. The research results of this paper provide a reference for solving the credit risk measurement problem of small and micro enterprises and also lay a solid foundation for the theoretical research of credit risk management.