CREDIT SCORING MODELS WITH AUC MAXIMIZATION BASED ON WEIGHTED SVM
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Publication:5305099
DOI10.1142/S0219622009003582zbMath1186.91238OpenAlexW2048905749MaRDI QIDQ5305099
Kin Keung Lai, Jerome Yen, Li-Gang Zhou
Publication date: 19 March 2010
Published in: International Journal of Information Technology & Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219622009003582
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40)
Related Items (4)
Clustering via fuzzy one-class quadratic surface support vector machine ⋮ Corporate and personal credit scoring via fuzzy non-kernel SVM with fuzzy within-class scatter ⋮ A kernel-free double well potential support vector machine with applications ⋮ Unsupervised quadratic surface support vector machine with application to credit risk assessment
Uses Software
Cites Work
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- Recent developments in consumer credit risk assessment
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- AN EFFICIENT ALGORITHM FOR SOLVING A QUADRATIC PROGRAMMING MODEL WITH APPLICATION IN CREDIT CARD HOLDERS' BEHAVIOR
- Quantitative Methods in Credit Management: A Survey
- Benchmarking state-of-the-art classification algorithms for credit scoring
- Support Vector Machines for Credit Scoring: Extension to Non Standard Cases
- Choosing multiple parameters for support vector machines
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