Comprehensible credit scoring models using rule extraction from support vector machines

European Journal of Operational Research ◽

10.1016/j.ejor.2006.04.051 ◽

2007 ◽

Vol 183 (3) ◽

pp. 1466-1476 ◽

Author(s):

David Martens ◽

Bart Baesens ◽

Tony Van Gestel ◽

Jan Vanthienen

Keyword(s):

Support Vector Machines ◽

Credit Scoring ◽

Rule Extraction ◽

Support Vector ◽

Vector Machines

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Rule Extraction from Neural Networks and Support Vector Machines for Credit Scoring

Intelligent Systems Reference Library - Data Mining: Foundations and Intelligent Paradigms ◽

10.1007/978-3-642-23151-3_13 ◽

2012 ◽

pp. 299-320 ◽

Author(s):

Rudy Setiono ◽

Bart Baesens ◽

David Martens

Keyword(s):

Neural Networks ◽

Support Vector Machines ◽

Credit Scoring ◽

Rule Extraction ◽

Support Vector ◽

Vector Machines

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Comprehensible Credit Scoring Models using Rule Extraction from Support Vector Machines

SSRN Electronic Journal ◽

10.2139/ssrn.878283 ◽

2006 ◽

Author(s):

David Martens ◽

Bart Baesens ◽

Tony Van Gestel ◽

Jan Vanthienen

Keyword(s):

Support Vector Machines ◽

Credit Scoring ◽

Rule Extraction ◽

Support Vector ◽

Vector Machines

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Rule Extraction from Support Vector Machines: An Overview of Issues and Application in Credit Scoring

Rule Extraction from Support Vector Machines - Studies in Computational Intelligence ◽

10.1007/978-3-540-75390-2_2 ◽

2008 ◽

pp. 33-63 ◽

Author(s):

David Martens ◽

Johan Huysmans ◽

Rudy Setiono ◽

Jan Vanthienen ◽

Bart Baesens

Keyword(s):

Support Vector Machines ◽

Credit Scoring ◽

Rule Extraction ◽

Support Vector ◽

Vector Machines

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Combining Market and Accounting-Based Models for Credit Scoring Using a Classification Scheme Based on Support Vector Machines

SSRN Electronic Journal ◽

10.2139/ssrn.2156220 ◽

2012 ◽

Author(s):

Dimitrios Niklis ◽

Michael Doumpos ◽

C. Zopounidis

Keyword(s):

Support Vector Machines ◽

Classification Scheme ◽

Credit Scoring ◽

Support Vector ◽

Vector Machines

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Informative Patterns for Credit Scoring: Support Vector Machines Preselect Data Subsets for Linear Discriminant Analysis

Studies in Classification, Data Analysis, and Knowledge Organization - Classification — the Ubiquitous Challenge ◽

10.1007/3-540-28084-7_52 ◽

2005 ◽

pp. 450-457 ◽

Author(s):

Ralf Stecking ◽

Klaus B. Schebesch

Keyword(s):

Support Vector Machines ◽

Discriminant Analysis ◽

Linear Discriminant Analysis ◽

Credit Scoring ◽

Support Vector ◽

Linear Discriminant ◽

Vector Machines

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Rule Extraction From Support Vector Machines Using Ensemble Learning Approach: An Application for Diagnosis of Diabetes

IEEE Journal of Biomedical and Health Informatics ◽

10.1109/jbhi.2014.2325615 ◽

2015 ◽

Vol 19 (2) ◽

pp. 728-734 ◽

Author(s):

Longfei Han ◽

Senlin Luo ◽

Jianmin Yu ◽

Limin Pan ◽

Songjing Chen

Keyword(s):

Support Vector Machines ◽

Ensemble Learning ◽

Rule Extraction ◽

Support Vector ◽

Learning Approach ◽

Vector Machines

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Least squares support vector machines ensemble models for credit scoring

Expert Systems with Applications ◽

10.1016/j.eswa.2009.05.024 ◽

2010 ◽

Vol 37 (1) ◽

pp. 127-133 ◽

Author(s):

Ligang Zhou ◽

Kin Keung Lai ◽

Lean Yu

Keyword(s):

Support Vector Machines ◽

Least Squares ◽

Credit Scoring ◽

Support Vector ◽

Ensemble Models ◽

Vector Machines

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Cost-based feature selection for Support Vector Machines: An application in credit scoring

European Journal of Operational Research ◽

10.1016/j.ejor.2017.02.037 ◽

2017 ◽

Vol 261 (2) ◽

pp. 656-665 ◽

Author(s):

Sebastián Maldonado ◽

Juan Pérez ◽

Cristián Bravo

Keyword(s):

Feature Selection ◽

Support Vector Machines ◽

Credit Scoring ◽

Support Vector ◽

Vector Machines ◽

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Credit scoring using support vector machines with direct search for parameters selection

Soft Computing ◽

10.1007/s00500-008-0305-0 ◽

2008 ◽

Vol 13 (2) ◽

pp. 149-155 ◽

Author(s):

Ligang Zhou ◽

Kin Keung Lai ◽

Lean Yu

Keyword(s):

Support Vector Machines ◽

Credit Scoring ◽

Direct Search ◽

Support Vector ◽

Parameters Selection ◽

Vector Machines

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Fuzzy rule extraction from support vector machines

Fifth International Conference on Hybrid Intelligent Systems (HIS'05) ◽

10.1109/ichis.2005.51 ◽

2005 ◽

Author(s):

Ad.C.F. Chaves ◽

M.M.B.R. Vellasco ◽

R. Tanscheit

Keyword(s):

Support Vector Machines ◽

Rule Extraction ◽

Support Vector ◽

Vector Machines

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