Evolution strategy based adaptive L q penalty support vector machines with Gauss kernel for credit risk analysis

Applied Soft Computing Journal

Volumn 12, Issue 8, 2012, Pages 2675-2682

  Li, Jianping ^a   Li, Gang ^a,b   Sun, Dongxia ^a,b   Lee, Cheng Few ^c  

^a Chinese Academy of Sciences   (China)

^b UNIVERSITY OF CHINESE ACADEMY OF SCIENCES   (China)

^c RUTGERS BUSINESS SCHOOL   (United States)

Author keywords

Adaptive penalty; Credit risk classification; Evolution strategy; Support vector machine

Indexed keywords

ADAPTIVE PENALTY; CLASSIFICATION ACCURACY; CLASSIFICATION METHODS; COMPUTING SPEED; CREDIT DATA; CREDIT RISK ANALYSIS; CREDIT RISKS; DATA SETS; DIFFERENT STRUCTURE; EVOLUTION STRATEGIES; GAUSS KERNELS; GLOBAL FINANCIAL CRISIS; GRID-SEARCH METHOD; SEARCH METHOD; SVM MODEL;

DATA STRUCTURES; GAUSSIAN DISTRIBUTION; RISK ASSESSMENT; STATISTICAL TESTS;

SUPPORT VECTOR MACHINES;

EID: 84861899959     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2012.04.011     Document Type: Article

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