Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors

European Journal of Operational Research

Volumn 237, Issue 1, 2014, Pages 335-348

  Zhang, Zhiwang ^a   Gao, Guangxia ^b   Shi, Yong ^c,d  

^a LUDONG UNIVERSITY   (China)

^b SHANDONG INSTITUTE OF BUSINESS AND TECHNOLOGY   (China)

^c INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^d UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Classification; Credit risk; Data mining; Fuzzy set; Kernel function; Multi criteria optimization

Indexed keywords

CLASSIFICATION (OF INFORMATION); DATA MINING; FUZZY SETS; MEMBERSHIP FUNCTIONS; OPTIMIZATION; SUPPORT VECTOR MACHINES;

CLASSIFICATION QUALITY; CREDIT RISK EVALUATION; CREDIT RISKS; FUZZY MEMBERSHIP FUNCTION; HIGH-DIMENSIONAL FEATURE SPACE; KERNEL FUNCTION; LARGE AMOUNTS OF DATA; MULTICRITERIA OPTIMIZATION;

RISK ASSESSMENT;

EID: 84898786664     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2014.01.044     Document Type: Article

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