Credit scoring using the clustered support vector machine

作者：

Highlights：

• This study introduces the use of the clustered support vector machine (CSVM) for credit scoring.

• The CSVM has been shown to relax size constraints while remaining highly accurate.

• The results suggest that the CSVM is a useful alternative to kernel SVM approaches when training datasets get large.

摘要

•This study introduces the use of the clustered support vector machine (CSVM) for credit scoring.•The CSVM has been shown to relax size constraints while remaining highly accurate.•The results suggest that the CSVM is a useful alternative to kernel SVM approaches when training datasets get large.

论文关键词：Credit risk,Credit scoring,Clustered support vector machine,Support vector machine

论文评审过程：Available online 6 September 2014.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.08.029