Bio-Inspired Credit Risk Analysis Computational Intelligence with Support Vector Machines

Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. Especially for some credit-granting institutions suc...

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Main Authors: Yu, Lean, Wang, Shouyang (Author), Lai, Kin Keung (Author), Zhou, Ligang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2008, 2008
Edition:1st ed. 2008
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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020 |a 9783540778035 
100 1 |a Yu, Lean 
245 0 0 |a Bio-Inspired Credit Risk Analysis  |h Elektronische Ressource  |b Computational Intelligence with Support Vector Machines  |c by Lean Yu, Shouyang Wang, Kin Keung Lai, Ligang Zhou 
250 |a 1st ed. 2008 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 2008, 2008 
300 |a XVI, 244 p  |b online resource 
505 0 |a An Analytical Survey -- Credit Risk Analysis with Computational Intelligence: A Review -- Unitary SVM Models with Optimal Parameter Selection for Credit Risk Evaluation -- Credit Risk Assessment Using a Nearest-Point-Algorithm-based SVM with Design of Experiment for Parameter Selection -- Credit Risk Evaluation Using SVM with Direct Search for Parameter Selection -- Hybridizing SVM and Other Computational Intelligent Techniques for Credit Risk Analysis -- Hybridizing Rough Sets and SVM for Credit Risk Evaluation -- A Least Squares Fuzzy SVM Approach to Credit Risk Assessment -- Evaluating Credit Risk with a Bilateral-Weighted Fuzzy SVM Model -- Evolving Least Squares SVM for Credit Risk Analysis -- SVM Ensemble Learning for Credit Risk Analysis -- Credit Risk Evaluation Using a Multistage SVM Ensemble Learning Approach -- Credit Risk Analysis with a SVM-based Metamodeling Ensemble Approach -- An Evolutionary-Programming-Based Kno 
653 |a Finance 
653 |a Bioinformatics 
653 |a Public finance 
653 |a Operations research 
653 |a Public Economics 
653 |a Data mining 
653 |a Finance, general 
653 |a Bioinformatics 
653 |a Data Mining and Knowledge Discovery 
653 |a Operations Research/Decision Theory 
700 1 |a Wang, Shouyang  |e [author] 
700 1 |a Lai, Kin Keung  |e [author] 
700 1 |a Zhou, Ligang  |e [author] 
710 2 |a SpringerLink (Online service) 
041 0 7 |a eng  |2 ISO 639-2 
989 |b Springer  |a Springer eBooks 2005- 
856 |u https://doi.org/10.1007/978-3-540-77803-5?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 336 
520 |a Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. Especially for some credit-granting institutions such as commercial banks and credit companies, the ability to discriminate good customers from bad ones is crucial. The need for reliable quantitative models that predict defaults accurately is imperative so that the interested parties can take either preventive or corrective action. Hence credit risk analysis becomes very important for sustainability and profit of enterprises. In such backgrounds, this book tries to integrate recent emerging support vector machines and other computational intelligence techniques that replicate the principles of bio-inspired information processing to create some innovative methodologies for credit risk analysis and to provide decision support information for interested parties