The nature of statistical learning theory
The nature of statistical learning theory
Wrappers for feature subset selection
Artificial Intelligence - Special issue on relevance
Neural network credit scoring models
Computers and Operations Research - Neural networks in business
Feature Selection for Knowledge Discovery and Data Mining
Feature Selection for Knowledge Discovery and Data Mining
Application of support vector machines to corporate credit rating prediction
Expert Systems with Applications: An International Journal
Credit scoring with a data mining approach based on support vector machines
Expert Systems with Applications: An International Journal
Computational Statistics & Data Analysis
Expert Systems with Applications: An International Journal
Hybrid mining approach in the design of credit scoring models
Expert Systems with Applications: An International Journal
Neural networks for classification: a survey
IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews
Support vector machine based multiagent ensemble learning for credit risk evaluation
Expert Systems with Applications: An International Journal
Behavioral assessment of recoverable credit of retailer's customers
Information Sciences: an International Journal
Expert Systems with Applications: An International Journal
Business intelligence for delinquency risk management via cox regression
PKAW'10 Proceedings of the 11th international conference on Knowledge management and acquisition for smart systems and services
Expert Systems with Applications: An International Journal
Combining integrated sampling with SVM ensembles for learning from imbalanced datasets
Information Processing and Management: an International Journal
An application of locally linear model tree algorithm for predictive accuracy of credit scoring
MEDI'11 Proceedings of the First international conference on Model and data engineering
A hybrid device for the solution of sampling bias problems in the forecasting of firms' bankruptcy
Expert Systems with Applications: An International Journal
Assessing scorecard performance: A literature review and classification
Expert Systems with Applications: An International Journal
Customer attrition in retailing: An application of Multivariate Adaptive Regression Splines
Expert Systems with Applications: An International Journal
| Hi-index | 12.06 |
Credit scoring has become a critical and challenging management science issue, as the credit industry has been facing fiercer competition in recent years. Many methods have been suggested to tackle this problem in the literature. In this paper, we proposed hybrid support vector machine technique based on three strategies: (1) using CART to select input features, (2) using MARS to select input features, (3) using grid search to optimize model parameters. In order to verify the feasibility and effectiveness of the proposed hybrid SVM model, one credit card dataset provided by a local bank in China is used in this study. Analytic results demonstrate that the hybrid SVM technique not only has the best classification rate, but also has the lowest Type II error in comparison with CART, MARS and SVM and justify the presumptions that SVM having better capability of capturing nonlinear relationship among variables.