A New Tool for Feature Extraction and Its Application to Credit Risk Analysis

DOI10.1007/978-3-642-19695-9_11zbMath1229.90281OpenAlexW158679357MaRDI QIDQ3112562

Paweł Błaszczyk

Publication date: 11 January 2012

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-19695-9_11

zbMATH Keywords

classificationfeature extractioncredit riskseparation criterionpartial least square

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Credit risk (91G40)

Cites Work

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• An Interpretation of Partial Least Squares
• A MODIFIED LEAST SQUARES SUPPORT VECTOR MACHINE CLASSIFIER WITH APPLICATION TO CREDIT RISK ANALYSIS