Abstract
We propose a credit scoring algorithm based on the supervised ISOMAP to rate SME. By projecting the companies balance sheet data into a one dimensional component we obtain a smoother distribution of ratings while increasing the discriminatory capability of each rate in terms of the probability of default. The method is applied to a large dataset of French SME.
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Vieira, A., Ribeiro, B., Chen, N. (2012). Credit Scoring for SME Using a Manifold Supervised Learning Algorithm. In: Yin, H., Costa, J.A.F., Barreto, G. (eds) Intelligent Data Engineering and Automated Learning - IDEAL 2012. IDEAL 2012. Lecture Notes in Computer Science, vol 7435. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-32639-4_90
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DOI: https://doi.org/10.1007/978-3-642-32639-4_90
Publisher Name: Springer, Berlin, Heidelberg
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