Combining support vector machines for credit scoring

DOI10.1007/978-3-540-69995-8_23MaRDI QIDQ5391749zbMATH OpenOpenAlexFDO

Authors Ralf Stecking, Klaus B. Schebesch

Publication date 7 April 2011

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-69995-8_23

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Credit risk (91G40)

Recommendations

• Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
• Computational Science - ICCS 2004
• Credit scoring models with AUC maximization based on weighted SVM
• Benchmarking state-of-the-art classification algorithms for credit scoring
• Credit scoring using support vector machines with direct search for parameters selection

Cited in

(18)

• Credit scoring using support vector machines with direct search for parameters selection
• Methods for the combination of kernel matrices within a support vector framework
• Corporate and personal credit scoring via fuzzy non-kernel SVM with fuzzy within-class scatter
• Advances in credit scoring: combining performance and interpretation in kernel discriminant analysis
• Adaptive credit scoring with kernel learning methods
• Municipal creditworthiness modelling by kernel-based approaches with supervised and semi-supervised learning
• A classification spline machine for building a credit scorecard
• MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING
• A study in the combination of two consumer credit scores
• Benchmarking state-of-the-art classification algorithms for credit scoring
• Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines
• Support vector machines based methodology for credit risk analysis
• Credit scoring models with AUC maximization based on weighted SVM
• Improving classifier performance by using fictitious training data? A case study
• Support Vector Machines for Credit Scoring: Extension to Non Standard Cases
• Structural, Syntactic, and Statistical Pattern Recognition
• Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
• Computational Science - ICCS 2004

This page was built for publication: Combining support vector machines for credit scoring

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5391749)