An improved multi-class SVM algorithm and its application to the credit scoring model

Proceedings of the World Congress on Intelligent Control and Automation (WCICA)

Volumn 3, Issue , 2004, Pages 1940-1944

  Tian, Xiang ^a   Deng, Feiqi ^a  

^a SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Credit scoring model; Multi class problem; Support vector machine

Indexed keywords

CREDIT SCORING MODELS; MULTI-CLASS PROBLEMS; SUPPORT VECTOR MACHINES; SUPPORT VECTOR MODELS;

ALGORITHMS; COMPUTER SIMULATION; DATA STRUCTURES; MATHEMATICAL MODELS; PROBLEM SOLVING; TREES (MATHEMATICS);

INTELLIGENT CONTROL;

EID: 4444351247     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (4)

1. V. Vapnik. Statistical Learning Theory. New York: Wiley, 1998.
2. J. Weston and C. Watkins. "Multi-class Support Vector Machines", Technical Report CSD-TR-98-04, Department of Computer Science, Royal Holloway, University of London, Egham, TW20 0EX, UK, 1998.
3. S. Knerr, L. Personnaz, and G. Dreyfus. "Single-layer learning revisited: A stepwise procedure for building and training a neural network", Neurocomputing: Algorithms, Architectures and Applications, New York: SpringerVerlag, 1990.