Lung-Biao Tsai

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In this paper, a new algorithm for Support Vector classification is described. It is shown how to use the parametric margin model with non-constant radius. This is useful in many cases, especially when the noise is heteroscedastic, that is, where it depends on x. Moreover, for a priori chosen v, the proposed new SV classification algorithm has advantage of(More)
Due to recent financial crises and regulatory concerns, financial intermediaries' credit risk assessment is an area of renewed interest in both the academic world and business community. Because in credit scoring areas we usually cannot label on customer as absolutely good who is sure to repay in time, or absolutely bad who will default certainly, in this(More)
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