A Hybrid Support Vector Machine Ensemble Model for Credit Scoring
نویسندگان
چکیده
منابع مشابه
Orthogonal support vector machine for credit scoring
The most commonly used techniques for credit scoring is logistic regression, and more recent research has proposed that the support vector machine is a more effective method. However, both logistic regression and support vector machine suffers from curse of dimension. In this paper, we introduce a new way to address this problem which is defined as orthogonal dimension reduction. We discuss the...
متن کاملA hybrid ensemble approach for enterprise credit risk assessment based on Support Vector Machine
0957-4174/$ see front matter 2011 Elsevier Ltd. A doi:10.1016/j.eswa.2011.11.003 ⇑ Corresponding author at: Department of Informa of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kon +852 2788 8694. E-mail address: [email protected] (G. Wang). Enterprise credit risk assessment has long been regarded as a critical topic and many statistical and intelligent methods have been explored for this issue....
متن کاملCredit scoring using the clustered support vector machine
This work investigates the practice of credit scoring and introduces the use of the clustered support vector machine (CSVM) for credit scorecard development. This recently designed algorithm addresses some of the limitations noted in the literature that is associated with traditional nonlinear support vector machine (SVM) based methods for classification. Specifically, it is well known that as ...
متن کاملA New Ensemble Model based Support Vector Machine for Credit Assessing
With the rapid growth of internet finance, the credit assessing is becoming more and more important. An effective classification model will help financial institutions gain more profits and reduce the loss of bad debts. In this paper, we propose a new Support Vector Machine (SVM) based ensemble model (SVM-BRS) to address the issue of credit analysis. The model combines random subspace strategy ...
متن کاملSupport Vector Machines for Credit Scoring
Quantitative methods to assess the creditworthiness of the loan applicants are vital for the profitability and the transparency of the lending business. With the total loan volumes typical for traditional financial institutions, even the slightest improvement in credit scoring models can translate into substantial additional profit. Yet for the regulatory reasons and due to the potential model ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Computer Applications
سال: 2011
ISSN: 0975-8887
DOI: 10.5120/2220-2829