Credit risk evaluation with extreme learning machine

• Main Authors: Zhou, Hongming, Lan, Yuan, Soh, Yeng Chai, Huang, Guang-Bin, Zhang, Rui
• Other Authors: School of Electrical and Electronic Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/97364; http://hdl.handle.net/10220/13161
• Institution: Nanyang Technological University

Credit risk evaluation has become an increasingly important field in financial risk management for financial institutions, especially for banks and credit card companies. Many data mining and statistical methods have been applied to this field. Extreme learning machine (ELM) classifier as a type of...