南方科技大学知识苑(SUSTech KC): A Novel Fuzzy Unsupervised Quadratic Surface Support Vector Machine Based on DC Programming: An Application to Credit Risk Management

题名	A Novel Fuzzy Unsupervised Quadratic Surface Support Vector Machine Based on DC Programming: An Application to Credit Risk Management
作者	Yu, Tao1,2 ; Huang, Wei 3,4 ; Tang, Xin3,4
通讯作者	Tang, Xin
发表日期	2023-11-01
DOI	10.3390/math11224661
发表期刊	MATHEMATICS 影响因子和分区
EISSN	2227-7390
卷号	11 期号:22
摘要	Unsupervised classification is used in credit risk assessment to reduce human resource costs and make informed decisions in the shortest possible time. Although several studies show that support vector machine-based methods have better performance in unlabeled datasets, several factors still negatively affect these models, such as unstable results due to random initialization, reduced effectiveness due to kernel dependencies, and noise points and outliers. This paper introduces an unsupervised classification method based on a fuzzy unsupervised quadratic surface support vector machine without a kernel to avoid selecting related kernel parameters for credit risk assessment. In addition, we propose an innovative fuzzy membership function for reducing noise points and outliers in line with the direction of sample density variation. Fuzzy Unsupervised QSSVM (FUS-QSSVM) outperforms well-known SVM-based methods based on numerical tests on public benchmark credit data. In some real-world applications, the proposed method has significant potential as well as being effective, efficient, and robust. The algorithm can therefore increase the number of potential customers of financial institutions as well as increase profitability.
关键词	credit risk assessment unsupervised classification kernel-free quadratic surface SVM fuzzy membership function
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	通讯
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:001113716400001
出版者	MDPI
来源库	Web of Science
引用统计
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/629085
专题	理学院_数学系商学院
作者单位	1.Harbin Inst Technol, Sch Math, Harbin 150001, Peoples R China 2.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China 3.Southern Univ Sci & Technol, Coll Business, Shenzhen 518055, Peoples R China 4.Southern Univ Sci & Technol, Natl Ctr Appl Math Shenzhen, Shenzhen 518055, Peoples R China
第一作者单位	数学系
通讯作者单位	商学院; 南方科技大学
推荐引用方式 GB/T 7714	Yu, Tao,Huang, Wei,Tang, Xin. A Novel Fuzzy Unsupervised Quadratic Surface Support Vector Machine Based on DC Programming: An Application to Credit Risk Management[J]. MATHEMATICS,2023,11(22).
APA	Yu, Tao,Huang, Wei,&Tang, Xin.(2023).A Novel Fuzzy Unsupervised Quadratic Surface Support Vector Machine Based on DC Programming: An Application to Credit Risk Management.MATHEMATICS,11(22).
MLA	Yu, Tao,et al."A Novel Fuzzy Unsupervised Quadratic Surface Support Vector Machine Based on DC Programming: An Application to Credit Risk Management".MATHEMATICS 11.22(2023).