A New Fuzzy Support Vector Machine for Credit Scoring

Bo Tang; Min Xia

doi:10.4028/www.scientific.net/AMM.109.636

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 109A New Fuzzy Support Vector Machine for Credit...

A New Fuzzy Support Vector Machine for Credit Scoring

Abstract:

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.

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Periodical:

Applied Mechanics and Materials (Volume 109)

Pages:

636-640

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.109.636

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Online since:

October 2011

Authors:

Bo Tang, Min Xia

Keywords:

Credit Scoring, Fuzzy Support Vector Machine, Support Vector Machine (SVM)

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