A Modified Least Squares Support Vector Machine Classifier with Application to Credit Risk Analysis

@article{Yu2009AML,
  title={A Modified Least Squares Support Vector Machine Classifier with Application to Credit Risk Analysis},
  author={Lean Yu and Shouyang Wang and Jie Cao},
  journal={Int. J. Inf. Technol. Decis. Mak.},
  year={2009},
  volume={8},
  pages={697-710}
}
In this paper, a modified least squares support vector machine classifier, called the C-variable least squares support vector machine (C-VLSSVM) classifier, is proposed for credit risk analysis. The main idea of the proposed classifier is based on the prior knowledge that different classes may have different importance for modeling and more weight should be given to classes having more importance. The C-VLSSVM classifier can be obtained by a simple modification of the regularization parameter… 

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