A new fuzzy support vector machine to evaluate credit risk.

Due to recent financial crises and regulatory concerns, financial intermediaries' credit risk assessment is an area of renewed interest in both the academic world and the business community. In this paper, we propose a new fuzzy support vector machine to discriminate good creditors from bad one...

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Bibliographic Details
Published in:IEEE Transactions on fuzzy systems 13, 6 (2005).
Main Author: Yongqiao Wang
Format: Article
Language:English
Subjects: