Credit Risk Evaluation with Least Square Support Vector Machine

DOI10.1007/11795131_71zbMATH Open1196.91060OpenAlexW1482413000MaRDI QIDQ5757974FDOQ5757974

Authors: Kin Keung Lai, Le'an Yu, Ligang Zhou, Shouyang Wang 

Publication date: 7 September 2007

Published in: Rough Sets and Knowledge Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11795131_71

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zbMATH Keywords

least square support vector machineCredit risk evaluation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40)

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• An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
• Applying least squares support vector machines to mean-variance portfolio analysis

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