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

Pt. I Credit Risk Analysis with Computational Intelligence: An Analytical Survey 1

1 Credit Risk Analysis with Computational Intelligence: A Review 3

Pt. II Unitary SVM Models with Optimal Parameter Selection for Credit Risk Evaluation 25

2 Credit Risk Assessment Using a Nearest-Point-Algorithm-based SVM with Design of Experiment for Parameter Selection 27

3 Credit Risk Evaluation Using SVM with Direct Search for Parameter Selection 41

Pt. III Hybridizing SVM and Other Computational Intelligent Techniques for Credit Risk Analysis 57

4 Hybridizing Rough Sets and SVM for Credit Risk Evaluation 59

5 A Least Squares Fuzzy SVM Approach to Credit Risk Assessment 73

6 Evaluating Credit Risk with a Bilateral-Weighted Fuzzy SVM Model 85

7 Evolving Least Squares SVM for Credit Risk Analysis 105

Pt. IV SVM Ensemble Learning for Credit Risk Analysis 133

8 Credit Risk Evaluation Using a Multistage SVM Ensemble Learning Approach 135

9 Credit Risk Analysis with a SVM-based Metamodeling Ensemble Approach 157

10 An Evolutionary-Programming-Based Knowledge Ensemble Model for Business Credit Risk Analysis 179

11 An Intelligent-Agent-Based Multicriteria Fuzzy Group Decision Making Model for Credit Risk Analysis 197

References 223

Subject Index 239