A new fuzzy support vector machine to evaluate credit risk

IEEE Transactions on Fuzzy Systems

Volumn 13, Issue 6, 2005, Pages 820-831

  Wang, Yongqiao ^a   Wang, Shouyang ^a   Lai, K K ^b,c  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c HUNAN UNIVERSITY   (China)

Author keywords

Classification; Credit scoring; Fuzzy theory; Machine learning; Support vector machine (SVM)

Indexed keywords

FINANCE; FUZZY SETS; MEMBERSHIP FUNCTIONS; QUADRATIC PROGRAMMING; RISK ASSESSMENT;

CREDIT SCORING; FUZZY THEORY; SUPPORT VECTOR MACHINE;

LEARNING SYSTEMS;

EID: 30344453065     PISSN: 10636706     EISSN: None     Source Type: Journal    
DOI: 10.1109/TFUZZ.2005.859320     Document Type: Article

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