Selection of Support Vector Machines based classifiers for credit risk domain.
Paulius DanenasGintautas GarsvaPublished in: Expert Syst. Appl. (2015)
Keyphrases
- support vector
- credit risk
- large margin classifiers
- credit scoring
- logistic regression
- credit risk evaluation
- evaluation method
- svm classifier
- feature selection
- commercial banks
- decision trees
- kernel function
- risk analysis
- loss function
- support vector machine
- classification accuracy
- training data
- multi class
- support vector regression
- detection algorithm
- long term
- machine learning