in time series forecasting, the ARIMA model cannot capture nonlinear patterns. The least squares support vector machine …

Squares Support Vector Machine (LS-SVM) classifiers, also known as kernel Fisher discriminant analysis, are applied within the … linear discriminant analysis and logistic regression. However, the obtained error rates are often high. In this paper, Least …

In this paper, a modified least squares support vector machine classifier, called the C-variable least squares support … parameter, based on the least squares support vector machine (LSSVM) classifier, whereby more weight is given to errors in … vector machine (C-VLSSVM) classifier, is proposed for credit risk analysis. The main idea of the proposed classifier is based …