Support Vector Machines for Credit Scoring: Extension to Non Standard Cases

DOI10.1007/3-540-26981-9_57OpenAlexW2233925815MaRDI QIDQ5445881

Klaus B. Schebesch, Ralf Stecking

Publication date: 6 March 2008

Published in: Studies in Classification, Data Analysis, and Knowledge Organization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-26981-9_57

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Information theory (general) (94A15)

Related Items (4)

CREDIT SCORING MODELS WITH AUC MAXIMIZATION BASED ON WEIGHTED SVM ⋮ A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods ⋮ Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors ⋮ Sparse multi-criteria optimization classifier for credit risk evaluation

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