Title
Credit Risk Evaluation Using SVM-Based Classifier
Abstract
This article presents a method joining Support Vector Machines (SVM), genetic search and multivariate analysis for identification of bankrupt companies. This study proposed to join widely used Altman Z-Score with Support Vector Machines to create a classifier that might be used to evaluate and forecast possible bankrupt companies. A genetic search algorithm is employed for relevant attribute selection to reduce the dimensionality of data.
Year
DOI
Venue
2010
10.1007/978-3-642-15402-7_3
Lecture Notes in Business Information Processing
Keywords
Field
DocType
Support Vector Machines,SVM,artificial intelligence,machine learning,credit risk,evaluation,bankruptcy,Altman
Structured support vector machine,Data mining,Feature selection,Computer science,Support vector machine,Curse of dimensionality,Genetic search,Artificial intelligence,Multivariate analysis,Classifier (linguistics),Machine learning,Credit risk
Conference
Volume
ISSN
ISBN
57
1865-1348
978-3-642-15401-0
Citations 
PageRank 
References 
3
0.41
10
Authors
2
Name
Order
Citations
PageRank
Paulius Danenas1355.07
Gintautas Garsva2414.95