Reject inference in credit scoring using Semi-supervised Support Vector Machines

被引:81
|
作者
Li, Zhiyong [1 ,5 ]
Tian, Ye [2 ,5 ]
Li, Me [3 ]
Zhou, Fanyin [3 ]
Yang, Wei [4 ,5 ]
机构
[1] Southwestern Univ Finance & Econ, Sch Finance, Chengdu, Sichuan, Peoples R China
[2] Southwestern Univ Finance & Econ, Sch Business Adm, Chengdu, Sichuan, Peoples R China
[3] Southwestern Univ Finance & Econ, Sch Stat, Ctr Stat Res, Chengdu, Sichuan, Peoples R China
[4] Southwestern Univ Finance & Econ, Sch Insurance, Chengdu 611130, Sichuan, Peoples R China
[5] Southwestern Univ Finance & Econ, Collaborat Innovat Ctr Financial Secur, Chengdu, Sichuan, Peoples R China
基金
中国国家自然科学基金;
关键词
Reject inference; Credit scoring; Semi-supervised Support Vector Machines; Online lending; Predictive accuracy; SAMPLE SELECTION BIAS; MODEL; AUGMENTATION; PERFORMANCE; IMPROVE;
D O I
10.1016/j.eswa.2017.01.011
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
[No abstract available]
引用
收藏
页码:105 / 114
页数:10
相关论文
共 50 条
  • [1] A Semi-supervised Approach for Reject Inference in Credit Scoring Using SVMs
    Maldonado, Sebastian
    Paredes, Gonzalo
    [J]. ADVANCES IN DATA MINING: APPLICATIONS AND THEORETICAL ASPECTS, 2010, 6171 : 558 - 571
  • [2] Reject inference in credit scoring using a three-way decision and safe semi-supervised support vector machine
    Shen, Feng
    Yang, Zhiyuan
    Zhao, Xingchao
    Lan, Dao
    [J]. INFORMATION SCIENCES, 2022, 606 : 614 - 627
  • [3] Application of Support Vector Machines for Reject Inference in Credit Scoring
    Yaurita, F.
    Rustam, Z.
    [J]. PROCEEDINGS OF THE 3RD INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES 2017 (ISCPMS2017), 2018, 2023
  • [4] Transductive Semi-Supervised Metric Network for Reject Inference in Credit Scoring
    Guo, Zhiyu
    Ao, Xiang
    He, Qing
    [J]. IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2024, 11 (02) : 1675 - 1684
  • [5] Semi-supervised support vector machines
    Bennett, KP
    Demiriz, A
    [J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 11, 1999, 11 : 368 - 374
  • [6] Semi-supervised adapted HMMs for P2P credit scoring systems with reject inference
    Monir El Annas
    Badreddine Benyacoub
    Mohamed Ouzineb
    [J]. Computational Statistics, 2023, 38 : 149 - 169
  • [7] Semi-supervised adapted HMMs for P2P credit scoring systems with reject inference
    El Annas, Monir
    Benyacoub, Badreddine
    Ouzineb, Mohamed
    [J]. COMPUTATIONAL STATISTICS, 2023, 38 (01) : 149 - 169
  • [8] Semi-supervised Support Vector Machines Regression
    Zhu, Dingzhen
    Wang, Xin
    Chen, Heng
    Wu, Rui
    [J]. PROCEEDINGS OF THE 2014 9TH IEEE CONFERENCE ON INDUSTRIAL ELECTRONICS AND APPLICATIONS (ICIEA), 2014, : 2015 - +
  • [9] Distributed semi-supervised support vector machines
    Scardapane, Simone
    Fierimonte, Roberto
    Di Lorenzo, Paolo
    Panella, Massimo
    Uncini, Aurelio
    [J]. NEURAL NETWORKS, 2016, 80 : 43 - 52
  • [10] Using semi-supervised classifiers for credit scoring
    Kennedy, K.
    Mac Namee, B.
    Delany, S. J.
    [J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2013, 64 (04) : 513 - 529