An Improved Support Vector Machine for Credit Scoring
With the development of Chinas economy, credit scoring has become important. The general credit scoring model is to solve the two classification problems, but in real life we often encounter multiple classification problems. This paper proposes a multi-class support vector machine based on genetic algorithm, which can solve multiple classification problems in the behavior assessment model.
D.L. Liu, X.B. Zhu, K.L. Xu and D.M. Fang
B. Tang and S. B. Qiu, "An Improved Support Vector Machine for Credit Scoring", Applied Mechanics and Materials, Vols. 513-517, pp. 4407-4410, 2014