A new fuzzy support vector machine to evaluate credit risk

2005 ◽  
Vol 13 (6) ◽  
pp. 820-831 ◽  
Author(s):  
Yongqiao Wang ◽  
Shouyang Wang ◽  
K.K. Lai
2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Lean Yu

A least squares fuzzy support vector machine (LS-FSVM) model that integrates advantages of fuzzy support vector machine (FSVM) and least squares method is proposed for credit risk evaluation. In the proposed LS-FSVM model, the purpose of incorporating the concepts of fuzzy sets is to add generalization capability and outlier insensitivity, while the least squares method is adopted to reduce the computational complexity. For illustrative purposes, a real-world credit risk dataset is used to test the effectiveness and robustness of the proposed LS-FSVM methodology.


2017 ◽  
Vol 16 (2) ◽  
pp. 116-121 ◽  
Author(s):  
Shuihua Wang ◽  
Yang Li ◽  
Ying Shao ◽  
Carlo Cattani ◽  
Yudong Zhang ◽  
...  

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