Bio-Inspired Credit Risk Analysis

Computational Intelligence with Support Vector Machines

Authors: Yu, L., Wang, S., Lai, K.K., Zhou, L.

  • Presentation of some of the most important advancements in credit risk analysis with SVM and some fully novel intelligent models for credit risk analysis
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eBook $129.00
price for USA (gross)
  • ISBN 978-3-540-77803-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
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  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-3-540-77802-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.00
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  • ISBN 978-3-642-09655-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. Especially for some credit-granting institutions such as commercial banks and credit companies, the ability to discriminate good customers from bad ones is crucial. The need for reliable quantitative models that predict defaults accurately is imperative so that the interested parties can take either preventive or corrective action. Hence credit risk analysis becomes very important for sustainability and profit of enterprises. In such backgrounds, this book tries to integrate recent emerging support vector machines and other computational intelligence techniques that replicate the principles of bio-inspired information processing to create some innovative methodologies for credit risk analysis and to provide decision support information for interested parties.

Table of contents (11 chapters)

  • Credit Risk Analysis with Computational Intelligence: A Review

    Pages 3-24

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

    Pages 27-39

  • Credit Risk Evaluation Using SVM with Direct Search for Parameter Selection

    Pages 41-55

  • Hybridizing Rough Sets and SVM for Credit Risk Evaluation

    Pages 59-72

  • A Least Squares Fuzzy SVM Approach to Credit Risk Assessment

    Pages 73-84

Buy this book

eBook $129.00
price for USA (gross)
  • ISBN 978-3-540-77803-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-3-540-77802-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.00
price for USA
  • ISBN 978-3-642-09655-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Bio-Inspired Credit Risk Analysis
Book Subtitle
Computational Intelligence with Support Vector Machines
Authors
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-77803-5
DOI
10.1007/978-3-540-77803-5
Hardcover ISBN
978-3-540-77802-8
Softcover ISBN
978-3-642-09655-6
Edition Number
1
Number of Pages
XVI, 244
Topics