A Modified Support Vector Machine model for Credit Scoring

This paper presents a novel quantitative credit scoring model based on support vector machine (SVM) with adaptive genetic algorithm, gr-GA-SVM. In this study, two real world credit datasets in the University of California Irvine Machine Learning Repository are selected for the numerical experiments....

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Bibliographic Details
Main Authors: Xiaoyong Liu, Hui Fu, Weiwei Lin
Format: Article
Language:English
Published: Springer 2010-12-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Online Access:https://www.atlantis-press.com/article/2108.pdf