{"id":"https://openalex.org/W2048905749","doi":"https://doi.org/10.1142/s0219622009003582","title":"CREDIT SCORING MODELS WITH AUC MAXIMIZATION BASED ON WEIGHTED SVM","display_name":"CREDIT SCORING MODELS WITH AUC MAXIMIZATION BASED ON WEIGHTED SVM","publication_year":2009,"publication_date":"2009-12-01","ids":{"openalex":"https://openalex.org/W2048905749","doi":"https://doi.org/10.1142/s0219622009003582","mag":"2048905749"},"language":"en","primary_location":{"id":"doi:10.1142/s0219622009003582","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219622009003582","pdf_url":null,"source":{"id":"https://openalex.org/S207089700","display_name":"International Journal of Information Technology & Decision Making","issn_l":"0219-6220","issn":["0219-6220","1793-6845"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Information Technology & Decision Making","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040940666","display_name":"Ligang Zhou","orcid":"https://orcid.org/0000-0003-3714-8562"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"LIGANG ZHOU","raw_affiliation_strings":["Department of Management Sciences, City University of Hong Kong, Kowloon Tong, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Sciences, City University of Hong Kong, Kowloon Tong, Hong Kong","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100672405","display_name":"Kin Keung Lai","orcid":"https://orcid.org/0000-0003-1478-4996"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"KIN KEUNG LAI","raw_affiliation_strings":["Department of Management Sciences, City University of Hong Kong, Kowloon Tong, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Sciences, City University of Hong Kong, Kowloon Tong, Hong Kong","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063067173","display_name":"Jerome Yen","orcid":"https://orcid.org/0000-0001-8541-4437"},"institutions":[{"id":"https://openalex.org/I200769079","display_name":"Hong Kong University of Science and Technology","ror":"https://ror.org/00q4vv597","country_code":"HK","type":"education","lineage":["https://openalex.org/I200769079"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"JEROME YEN","raw_affiliation_strings":["Department of Finance, Hong Kong University of Science and Technology, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Hong Kong University of Science and Technology, Hong Kong","institution_ids":["https://openalex.org/I200769079"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":8.2162,"has_fulltext":false,"cited_by_count":64,"citation_normalized_percentile":{"value":0.9691107,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"08","issue":"04","first_page":"677","last_page":"696"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.7990342378616333},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.661742091178894},{"id":"https://openalex.org/keywords/weighting","display_name":"Weighting","score":0.6201809644699097},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.562182605266571},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.5252739191055298},{"id":"https://openalex.org/keywords/radial-basis-function-kernel","display_name":"Radial basis function kernel","score":0.5173341631889343},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.4641121029853821},{"id":"https://openalex.org/keywords/decision-tree","display_name":"Decision tree","score":0.45931485295295715},{"id":"https://openalex.org/keywords/logistic-regression","display_name":"Logistic regression","score":0.45083463191986084},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4230676293373108},{"id":"https://openalex.org/keywords/kernel-method","display_name":"Kernel method","score":0.2656521797180176},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19915872812271118},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.1395563781261444}],"concepts":[{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.7990342378616333},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.661742091178894},{"id":"https://openalex.org/C183115368","wikidata":"https://www.wikidata.org/wiki/Q856577","display_name":"Weighting","level":2,"score":0.6201809644699097},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.562182605266571},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.5252739191055298},{"id":"https://openalex.org/C75866337","wikidata":"https://www.wikidata.org/wiki/Q7280263","display_name":"Radial basis function kernel","level":4,"score":0.5173341631889343},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.4641121029853821},{"id":"https://openalex.org/C84525736","wikidata":"https://www.wikidata.org/wiki/Q831366","display_name":"Decision tree","level":2,"score":0.45931485295295715},{"id":"https://openalex.org/C151956035","wikidata":"https://www.wikidata.org/wiki/Q1132755","display_name":"Logistic regression","level":2,"score":0.45083463191986084},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4230676293373108},{"id":"https://openalex.org/C122280245","wikidata":"https://www.wikidata.org/wiki/Q620622","display_name":"Kernel method","level":3,"score":0.2656521797180176},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19915872812271118},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.1395563781261444},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C126838900","wikidata":"https://www.wikidata.org/wiki/Q77604","display_name":"Radiology","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1142/s0219622009003582","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219622009003582","pdf_url":null,"source":{"id":"https://openalex.org/S207089700","display_name":"International Journal of Information Technology & Decision Making","issn_l":"0219-6220","issn":["0219-6220","1793-6845"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Information Technology & Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:wsi:ijitdm:v:08:y:2009:i:04:n:s0219622009003582","is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219622009003582","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:RePEc:wsi:ijitdm:v:08:y:2009:i:04:p:677-696","is_oa":false,"landing_page_url":"http://www.worldscinet.com/cgi-bin/details.cgi?type=html&id=pii:S0219622009003582","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:repository.hkust.edu.hk:1783.1-18635","is_oa":false,"landing_page_url":"http://repository.hkust.edu.hk/ir/Record/1783.1-18635","pdf_url":null,"source":{"id":"https://openalex.org/S4306401796","display_name":"Rare & Special e-Zone (The Hong Kong University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I200769079","host_organization_name":"Hong Kong University of Science and Technology","host_organization_lineage":["https://openalex.org/I200769079"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W63665094","https://openalex.org/W1496317909","https://openalex.org/W1968023063","https://openalex.org/W1980770954","https://openalex.org/W1982120517","https://openalex.org/W1996865068","https://openalex.org/W2003341760","https://openalex.org/W2037575202","https://openalex.org/W2058988827","https://openalex.org/W2059200977","https://openalex.org/W2103780778","https://openalex.org/W2117352691","https://openalex.org/W2121241557","https://openalex.org/W2135597359","https://openalex.org/W2137346077","https://openalex.org/W2148603752","https://openalex.org/W2153635508","https://openalex.org/W2158001550","https://openalex.org/W2158698691","https://openalex.org/W2233925815","https://openalex.org/W3120421331","https://openalex.org/W4205699531"],"related_works":["https://openalex.org/W2180954594","https://openalex.org/W2052835778","https://openalex.org/W2049003611","https://openalex.org/W2127804977","https://openalex.org/W2108418243","https://openalex.org/W164103134","https://openalex.org/W2787352659","https://openalex.org/W4224922629","https://openalex.org/W2077762127","https://openalex.org/W2374132367"],"abstract_inverted_index":{"Credit":[0],"scoring":[1,31,44,81,182],"models":[2,32,45,69,82],"are":[3,75,83,99],"very":[4,143],"important":[5],"tools":[6],"for":[7,26,178],"financial":[8],"institutions":[9],"to":[10],"make":[11],"credit":[12,30,43,80,181],"granting":[13],"decisions.":[14],"In":[15,157],"the":[16,27,42,47,58,96,138,159],"last":[17],"few":[18],"decades,":[19],"many":[20],"quantitative":[21],"methods":[22,105],"have":[23],"been":[24],"used":[25],"development":[28],"of":[29,161],"with":[33,46,70,89,101,125,142,171],"focus":[34],"on":[35,57],"maximizing":[36],"classification":[37],"accuracy.":[38],"This":[39],"paper":[40],"proposes":[41],"area":[48],"under":[49],"receiver":[50],"operating":[51],"characteristics":[52],"curve":[53],"(AUC)":[54],"maximization":[55],"based":[56],"new":[59],"emerged":[60],"support":[61,167],"vector":[62,168],"machines":[63,169],"(SVM)":[64],"techniques.":[65],"Three":[66],"main":[67],"SVM":[68,79,124,148],"different":[71],"features":[72],"weighted":[73,78,122],"strategies":[74],"discussed.":[76],"The":[77],"tested":[84],"using":[85],"10-fold":[86],"cross":[87],"validation":[88],"two":[90],"real":[91],"world":[92],"data":[93],"sets":[94],"and":[95,116,132,163],"experimental":[97],"results":[98],"compared":[100],"other":[102,147],"six":[103],"traditional":[104],"including":[106],"linear":[107],"regression,":[108,110],"logistic":[109],"k":[111],"nearest":[112],"neighbor,":[113],"decision":[114],"tree,":[115],"neural":[117],"network.":[118],"Results":[119],"demonstrate":[120],"that":[121],"2-norm":[123],"radial":[126],"basis":[127],"function":[128,131],"(RBF)":[129],"kernel":[130,173],"t-test":[133],"feature":[134],"weighting":[135],"strategy":[136],"has":[137],"overall":[139],"better":[140,176],"performance":[141,162],"narrow":[144],"margin":[145],"than":[146],"models.":[149],"However,":[150],"it":[151],"also":[152],"consumes":[153],"more":[154],"computational":[155],"time.":[156],"considering":[158],"balance":[160],"time,":[164],"least":[165],"squares":[166],"(LSSVM)":[170],"RBF":[172],"maybe":[174],"a":[175],"choice":[177],"large":[179],"scale":[180],"applications.":[183]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":14},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":5},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":3}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}