Classification

Michael Zabarankin and Stan Uryasev
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Michael Zabarankin: Stevens Institute of Technology
Stan Uryasev: University of Florida

Chapter Chapter 7 in Statistical Decision Problems, 2014, pp 89-99 from Springer

Abstract: Abstract This chapter discusses two classification methods: logistic regression and support vector machines (SVMs). Both methods are popular in various applications ranging from biomedicine and bioinformatics to image recognition and credit scoring. The logistic regression can classify a training data into several categories, whereas SVMs are mostly binary classifiers, i.e., deal with two classification categories.

Keywords: Credit Scoring; Support Vector Machine (SVM); Transformed Training Data; Logistic Regression; Portfolio Safeguard (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-8471-4_7

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DOI: 10.1007/978-1-4614-8471-4_7

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