Weighted LS-SVM Credit Scoring Models with AUC Maximization by Direct Search

Ligang Zhou, Kin Keung Lai. Weighted LS-SVM Credit Scoring Models with AUC Maximization by Direct Search. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 2. pages 7-11, IEEE Computer Society, 2009. [doi]

Abstract

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