A New Support Vector Machine with Fuzzy Hyper-Plane and Its Application to Evaluate Credit Risk.
Pei-Yi HaoMin-Shiu LinLung-Biao TsaiPublished in: ISDA (3) (2008)
Keyphrases
- hyperplane
- credit risk
- support vector machine
- svm classifier
- credit risk evaluation
- risk analysis
- support vectors
- support vector
- credit scoring
- evaluation method
- feature space
- fuzzy sets
- maximum margin
- support vector machine svm
- fuzzy numbers
- fuzzy logic
- input space
- kernel function
- data points
- commercial banks
- multi class
- fraud detection
- machine learning
- principal components
- convex hull
- financial data
- training data
- training set
- training samples
- k nearest neighbor
- knn
- feature vectors
- exchange rate
- feature selection
- risk assessment
- evaluation model
- image classification
- credit card
- principal component analysis
- high dimensional