MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING

DOI10.1142/S1793005709001520zbMath1183.91197MaRDI QIDQ3646177

Constantin Zopounidis, Michael Doumpos

Publication date: 19 November 2009

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

zbMATH Keywords

linear programmingsupport vector machinescredit rating

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Linear programming (90C05) Credit risk (91G40) Actuarial science and mathematical finance (91G99)

Related Items (2)

Approximation of Limit State Surfaces in Monotonic Monte Carlo Settings, with Applications to Classification ⋮ Lumpable Markov chains in risk management

Cites Work

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• A survey of business failures with an emphasis on prediction methods and industrial applications
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• Massive data discrimination via linear support vector machines
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