Affiliation:
1. Capital University of Economics and Business
2. Taiyuan Normal University
Abstract
The assessment of risk of default on credit is important for financial institutions. Logistic regression and discriminant analysis are techniques traditionally used in credit rating for determining likelihood to default based on consumer application and credit reference agency data. We test support vector machines (SVM) against these traditional methods on a large credit card database. We find that they are competitive and can be used as the basis of a feature selection method to discover those features that are most significant in determining risk of default.
Publisher
Trans Tech Publications, Ltd.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献