Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
From MaRDI portal
Publication:5694074
DOI10.1057/palgrave.jors.2602023zbMath1095.90062MaRDI QIDQ5694074
Ralf Stecking, Klaus B. Schebesch
Publication date: 29 September 2005
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602023
classification; heuristics; quadratic optimization; forecasting; finance; support vector machines; banking
90B50: Management decision making, including multiple objectives
90C59: Approximation methods and heuristics in mathematical programming
Related Items
Variable selection in classification model via quadratic programming, Weight-selected attribute bagging for credit scoring, Credit scoring using support vector machines with direct search for parameters selection, Factor models for asset returns based on transformed factors, Recent developments in consumer credit risk assessment, Adaptive credit scoring with kernel learning methods, A classification spline machine for building a credit scorecard