Credit risk assessment with a multistage neural network ensemble learning approach
Expert Systems with Applications: An International Journal
Credit risk analysis using a hybrid data mining model
International Journal of Intelligent Systems Technologies and Applications
Credit Risk Evaluation Using Support Vector Machine with Mixture of Kernel
ICCS '07 Proceedings of the 7th international conference on Computational Science, Part II
Evaluating Membership Functions for Fuzzy Discrete SVM
WILF '07 Proceedings of the 7th international workshop on Fuzzy Logic and Applications: Applications of Fuzzy Sets Theory
Nonlinear clustering-based support vector machine for large data sets
Optimization Methods & Software - Mathematical programming in data mining and machine learning
Increasing accuracy of two-class pattern recognition with enhanced fuzzy functions
Expert Systems with Applications: An International Journal
The theoretical fundamentals of learning theory based on fuzzy complex random samples
Fuzzy Sets and Systems
Support vector machine based multiagent ensemble learning for credit risk evaluation
Expert Systems with Applications: An International Journal
IEEE Transactions on Information Technology in Biomedicine
FRSVMs: Fuzzy rough set based support vector machines
Fuzzy Sets and Systems
Fuzzy SVM for noisy data: a robust membership calculation method
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Hybrid model based on SVM with Gaussian loss function and adaptive Gaussian PSO
Engineering Applications of Artificial Intelligence
Evolutionary fuzzy decision model for construction management using support vector machine
Expert Systems with Applications: An International Journal
An improved fuzzy support vector machine for credit rating
NPC'07 Proceedings of the 2007 IFIP international conference on Network and parallel computing
FSVM-CIL: fuzzy support vector machines for class imbalance learning
IEEE Transactions on Fuzzy Systems - Special section on computing with words
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Fuzzy chance constrained support vector machine
LSMS/ICSEE'10 Proceedings of the 2010 international conference on Life system modeling and and intelligent computing, and 2010 international conference on Intelligent computing for sustainable energy and environment: Part I
Enhancing investment decisions in P2P lending: an investor composition perspective
Proceedings of the 17th ACM SIGKDD international conference on Knowledge discovery and data mining
Measuring financial risk with generalized asymmetric least squares regression
Applied Soft Computing
Fuzzy cost support vector regression on the fuzzy samples
Applied Intelligence
Expert Systems with Applications: An International Journal
Credit risk analysis using a reliability-based neural network ensemble model
ICANN'06 Proceedings of the 16th international conference on Artificial Neural Networks - Volume Part II
A hybrid device for the solution of sampling bias problems in the forecasting of firms' bankruptcy
Expert Systems with Applications: An International Journal
Fuzzy type 2 inference system for credit scoring
ACMOS'09 Proceedings of the 11th WSEAS international conference on Automatic control, modelling and simulation
Multivariate convex support vector regression with semidefinite programming
Knowledge-Based Systems
Probabilistic and discriminative group-wise feature selection methods for credit risk analysis
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Credit rating using a hybrid voting ensemble
SETN'12 Proceedings of the 7th Hellenic conference on Artificial Intelligence: theories and applications
Information Sciences: an International Journal
Probabilistic support vector machines for classification of noise affected data
Information Sciences: an International Journal
Relaxed constraints support vector machine
Expert Systems: The Journal of Knowledge Engineering
On proximal bilateral-weighted fuzzy support vector machine classifiers
International Journal of Advanced Intelligence Paradigms
Expert Systems with Applications: An International Journal
Neurocomputing
Fuzzy semi-Markov migration process in credit risk
Fuzzy Sets and Systems
Assessing scorecard performance: A literature review and classification
Expert Systems with Applications: An International Journal
Regularization through fuzzy discrete SVM with applications to customer ranking
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology
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Due to recent financial crises and regulatory concerns, financial intermediaries' credit risk assessment is an area of renewed interest in both the academic world and the business community. In this paper, we propose a new fuzzy support vector machine to discriminate good creditors from bad ones. Because in credit scoring areas we usually cannot label one customer as absolutely good who is sure to repay in time, or absolutely bad who will default certainly, our new fuzzy support vector machine treats every sample as both positive and negative classes, but with different memberships. By this way we expect the new fuzzy support vector machine to have more generalization ability, while preserving the merit of insensitive to outliers, as the fuzzy support vector machine (SVM) proposed in previous papers. We reformulate this kind of two-group classification problem into a quadratic programming problem. Empirical tests on three public datasets show that it can have better discriminatory power than the standard support vector machine and the fuzzy support vector machine if appropriate kernel and membership generation method are chosen.