A MODIFIED LEAST SQUARES SUPPORT VECTOR MACHINE CLASSIFIER WITH APPLICATION TO CREDIT RISK ANALYSIS

DOI10.1142/S0219622009003600zbMath1186.91228OpenAlexW2064322681MaRDI QIDQ5305100

Jie Cao, Lean Yu, Shou-Yang Wang

Publication date: 19 March 2010

Published in: International Journal of Information Technology & Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219622009003600

zbMATH Keywords

regularization parameterprior knowledgecredit risk analysisleast squares support vector machine classifier

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40)

Related Items

FORECASTING IN FUZZY SYSTEMS, Credit risk evaluation with a least squares fuzzy support vector machines classifier, A New Tool for Feature Extraction and Its Application to Credit Risk Analysis

Cites Work

• Feature extraction. Foundations and applications. Papers from NIPS 2003 workshop on feature extraction, Whistler, BC, Canada, December 11--13, 2003. With CD-ROM.
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• AN EFFICIENT ALGORITHM FOR SOLVING A QUADRATIC PROGRAMMING MODEL WITH APPLICATION IN CREDIT CARD HOLDERS' BEHAVIOR