简介:Inordertoimprovetheperformanceofsupportvectormachine(SVM)applicationsinthefieldofcreditriskevaluation,anadaptiveLqSVMmodelwithGausskernel(ALqG-SVM)isproposedtoevaluatecreditrisks.Thenon-adaptivepenaltyoftheobjectfunctionisextendedto(0,2]toincreaseclassificationaccuracy.Tofurtherimprovethegeneralizationperformanceoftheproposedmodel,theGausskernelisintroduced,thusthenon-linearclassificationproblemcanbelinearlyseparatedinhigherdimensio...