Quantitative credit risk assessment using support vector machines: Broad versus Narrow default definitions

Expert Systems with Applications

Volumn 40, Issue 11, 2013, Pages 4404-4413

  Harris, Terry ^a  

^a UNIVERSITY OF THE WEST INDIES   (Jamaica)

Author keywords

Credit risk assessment; Credit scoring; Credit unions; Default definitions; Support vector machine

Indexed keywords

BROAD DEFINITIONS; CREDIT RISK ASSESSMENT; CREDIT RISK EVALUATION; CREDIT RISKS; CREDIT SCORING; CREDIT UNIONS; DEFAULT DEFINITIONS; EMPIRICAL TESTING;

RISK ASSESSMENT;

SUPPORT VECTOR MACHINES;

EID: 84876046068     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2013.01.044     Document Type: Article

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