Credit scoring models with auc maximization based on weighted SVM

International Journal of Information Technology and Decision Making

Volumn 8, Issue 4, 2009, Pages 677-696

  Zhou, Ligang ^a   Lai, Kin Keung ^a   Yen, Jerome ^b  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

AUC; Credit scoring; Features weighting; SVM

Indexed keywords

EID: 77149123951     PISSN: 02196220     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219622009003582     Document Type: Article

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