Integrating nonlinear graph based dimensionality reduction schemes with SVMs for credit rating forecasting

Research output: Contribution to journalArticle

20 Citations (Scopus)

Abstract

By integrating graph based nonlinear dimensionality reduction with support vector machines (SVMs), this study develops a novel prediction model for credit ratings forecasting. SVMs have been successfully applied in numerous areas, and have demonstrated excellent performance. However, due to the high dimensionality and nonlinear distribution of the input data, this study employed a kernel graph embedding (KGE) scheme to reduce the dimensionality of input data, and enhance the performance of SVM classifiers. Empirical results indicated that one-vs-one SVM with KGE outperforms other multi-class SVMs and traditional classifiers. Compared with other dimensionality reduction methods the performance improvement owing to KGE is significant.

Original languageEnglish
Pages (from-to)7515-7518
Number of pages4
JournalExpert Systems with Applications
Volume36
Issue number4
DOIs
Publication statusPublished - 2009 May 1

    Fingerprint

All Science Journal Classification (ASJC) codes

  • Engineering(all)
  • Computer Science Applications
  • Artificial Intelligence

Cite this