A New Fuzzy Support Vector Machine for Credit Scoring
With China's rapid economic development, credit scoring has become very important. This paper presents a new fuzzy support vector machine algorithm used to solve the problems of credit scoring. The empirical results show that the proposed fuzzy membership model is valid ,the algorithm has good prediction accuracy and anti-noise ability.
Yongping Zhang, Linhua Zhou and Elwin Mao
B. Tang and M. Xia, "A New Fuzzy Support Vector Machine for Credit Scoring", Applied Mechanics and Materials, Vol. 109, pp. 636-640, 2012