Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors.
Zhiwang ZhangGuangxia GaoYong ShiPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- multi criteria optimization
- credit risk evaluation
- feature space
- multi criteria
- credit risk
- support vector
- multiple kernel learning
- training data
- briefly introduced
- training set
- listed companies
- kernel function
- decision trees
- empirical analysis
- support vector machine
- feature selection
- risk analysis
- multi attribute
- intrusion detection