National Changhua University of Education Institutional Repository : Item 987654321/17071

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NCUEIR > College of Management > Department of Business Administration > Periodical Articles > Item 987654321/17071

Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/17071

Title:	Using SVMs with Embedded Recursive Feature Selections for Credit Rating Forecasting
Authors:	Huang, Shian-Chang;Huang, Ming-Hsiang
Contributors:	企業管理學系
Keywords:	Support vector machine;Feature selection;Multi-class classification;Credit rating;Credit risk
Date:	2010-01
Issue Date:	2013-07-11T09:04:30Z
Publisher:	Taru Publications
Abstract:	This study embedded a recursive feature selection scheme in support vector machines (SVM) for credit rating forecasting. SVMs have been successfully applied in numerous areas, and have demonstrated excellent performance. However, due to the high dimensionality of our input variables, this study employed a fast recursive feature selection algorithm to eliminate irrelevant features and enhance the performance of SVM classifiers. Empirical results have indicated that one-vs-one SVM with embedded recursive feature selection outperforms other multi-class SVMs. Compared to traditional multi-class classifiers, the performance improvement owing to embedded recursive feature selections is significant.
Relation:	Journal of Statistics & Management Systems, 13(1): 165-177
Appears in Collections:	[Department of Business Administration] Periodical Articles

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