Credit Scoring Models with AUC Maximization Based on Weighted SVM.

Ligang Zhou Kin Keung Lai Jerome Yen

Published in: Int. J. Inf. Technol. Decis. Mak. (2009)

Keyphrases

credit scoring
support vector machine svm
logistic regression
support vector
support vector machine
decision trees
feature selection
kernel function
association rules
model selection
classification accuracy
k nearest neighbor
multi class
knn
neural network
data analysis
training data
feature extraction
real world