Global Optimization of Support Vector Machines Using Genetic Algorithms for Bankruptcy Prediction.
Hyunchul AhnKichun LeeKyoung-jae KimPublished in: ICONIP (3) (2006)
Keyphrases
- global optimization
- bankruptcy prediction
- support vector
- learning machines
- large margin classifiers
- learning vector quantization
- particle swarm optimization
- financial data
- financial ratios
- ant colony algorithm
- literature review
- genetic algorithm
- multiple criteria linear programming
- pso algorithm
- global solution
- credit card
- global search
- kernel function
- deterministic annealing
- data sets
- constrained global optimization
- self organizing maps
- classification accuracy
- feature selection
- learning algorithm
- support vector machine
- knn
- probabilistic model
- data mining
- neural network