Stationary Mahalanobis kernel SVM for credit risk evaluation.
Hao JiangWai-Ki ChingKa Fai Cedric YiuYushan QiuPublished in: Appl. Soft Comput. (2018)
Keyphrases
- credit risk evaluation
- support vector
- kernel function
- credit risk
- kernel methods
- kernel space
- rbf kernel
- feature space
- support vector machine svm
- briefly introduced
- support vector machine
- svm classifier
- multiple kernel learning
- support vectors
- feature selection
- distance function
- non stationary
- distance metric
- commercial banks
- multi class
- knn
- metric learning
- feature vectors
- neural network
- support vector regression
- credit scoring
- k nearest neighbor
- listed companies