Support vector machines based methodology for credit risk analysis
From MaRDI portal
Recommendations
- Evolution strategy-based adaptive \(L_q\) penalty support vector machines with Gauss kernel for credit risk analysis
- A kernel principal components analysis based on least squares fuzzy support vector machine methodology with variable penalty factors for credit classification
- Combining support vector machines for credit scoring
- Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
- A modified least squares support vector machine classifier with application to credit risk analysis
Cited in
(13)- Credit scoring using support vector machines with direct search for parameters selection
- Support vector machines for default prediction of SMEs based on technology credit
- Sparse multi-criteria optimization classifier for credit risk evaluation
- Unsupervised quadratic surface support vector machine with application to credit risk assessment
- A kernel principal components analysis based on least squares fuzzy support vector machine methodology with variable penalty factors for credit classification
- Value-at-risk support vector machine: stability to outliers
- Prediction of banking systemic risk based on support vector machine
- Evolution strategy-based adaptive \(L_q\) penalty support vector machines with Gauss kernel for credit risk analysis
- Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis
- Support Vector Machines for Credit Scoring: Extension to Non Standard Cases
- Computational Science - ICCS 2004
- Robust cost-sensitive kernel method with Blinex loss and its applications in credit risk evaluation
- Credit risk analysis using boosting methods
This page was built for publication: Support vector machines based methodology for credit risk analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139412)
