Support vector machines for classifying and describing credit applicants: detecting typical and critical regions

DOI10.1057/PALGRAVE.JORS.2602023MaRDI QIDQ5694074zbMATH OpenOpenAlexFDO

Authors Klaus B. Schebesch, Ralf Stecking

Publication date 29 September 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2602023

zbMATH Keywords

classificationforecastingheuristicsfinancesupport vector machinesquadratic optimizationbanking

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59)

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• Recent developments in consumer credit risk assessment
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