Credit Risk Modeling of USA Manufacturing Companies Using Linear SVM and Sliding Window Testing Approach

This paper presents a study on credit risk evaluation modeling using linear Support Vector Machines (SVM) classifiers, combined with feature selection and “sliding window” testing approach. Discriminant analysis based evaluator was applied for dynamic evaluation and formation of bankruptcy classes. The research demonstrates a possibility to develop and apply an intelligent classifier based on original discriminant analysis method evaluation and shows that it might perform bankruptcy identification even better than original model.

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