Evolution strategy based adaptive Lq penalty support vector machines with Gauss kernel for credit risk analysis
Abstract
Credit risk analysis has long attracted great attention from both academic researchers and practitioners. However, the recent global financial crisis has made the issue even more important because of the need for further enhancement of accuracy of classification of borrowers. In this study an evolution strategy (ES) based adaptive Lq SVM model with Gauss kernel (ES-ALqG-SVM) is proposed for credit risk analysis. Support vector machine (SVM) is a...
Paper Details
Title
Evolution strategy based adaptive Lq penalty support vector machines with Gauss kernel for credit risk analysis
Published Date
Aug 1, 2012
Journal
Volume
12
Issue
8
Pages
2675 - 2682
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