Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors

DOI10.1016/j.ejor.2014.01.044zbMath1304.91235MaRDI QIDQ2514835

Yong Shi, Zhiwang Zhang, Guangxia Gao

Publication date: 4 February 2015

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.01.044

zbMATH Keywords

classification; fuzzy set; kernel function; data mining; credit risk; multi-criteria optimization

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

90C29: Multi-objective and goal programming

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G40: Credit risk

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