A New Fuzzy Support Vector Machine for Credit Scoring

Abstract:

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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.

Info:

Periodical:

Edited by:

Yongping Zhang, Linhua Zhou and Elwin Mao

Pages:

636-640

DOI:

10.4028/www.scientific.net/AMM.109.636

Citation:

B. Tang and M. Xia, "A New Fuzzy Support Vector Machine for Credit Scoring", Applied Mechanics and Materials, Vol. 109, pp. 636-640, 2012

Online since:

October 2011

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Price:

$35.00

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