{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,9]],"date-time":"2026-03-09T18:39:53Z","timestamp":1773081593778,"version":"3.50.1"},"reference-count":20,"publisher":"World Scientific Pub Co Pte Lt","issue":"04","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Info. Tech. Dec. Mak."],"published-print":{"date-parts":[[2009,12]]},"abstract":"<jats:p> In this paper, a modified least squares support vector machine classifier, called the C-variable least squares support vector machine (C-VLSSVM) classifier, is proposed for credit risk analysis. The main idea of the proposed classifier is based on the prior knowledge that different classes may have different importance for modeling and more weight should be given to classes having more importance. The C-VLSSVM classifier can be obtained by a simple modification of the regularization parameter, based on the least squares support vector machine (LSSVM) classifier, whereby more weight is given to errors in classification of important classes, than to errors in classification of unimportant classes, while keeping the regularized terms in their original form. For illustration purpose, two real-world credit data sets are used to verify the effectiveness of the C-VLSSVM classifier. Experimental results obtained reveal that the proposed C-VLSSVM classifier can produce promising classification results in credit risk analysis, relative to other classifiers listed in this study. <\/jats:p>","DOI":"10.1142\/s0219622009003600","type":"journal-article","created":{"date-parts":[[2010,1,26]],"date-time":"2010-01-26T20:22:19Z","timestamp":1264537339000},"page":"697-710","source":"Crossref","is-referenced-by-count":31,"title":["A MODIFIED LEAST SQUARES SUPPORT VECTOR MACHINE CLASSIFIER WITH APPLICATION TO CREDIT RISK ANALYSIS"],"prefix":"10.1142","volume":"08","author":[{"given":"LEAN","family":"YU","sequence":"first","affiliation":[{"name":"Institute of Systems Science Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China"},{"name":"Research Center for Financial Engineering and Financial Management, Changsha 410114, China"}]},{"given":"SHOUYANG","family":"WANG","sequence":"additional","affiliation":[{"name":"Institute of Systems Science Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China"}]},{"given":"JIE","family":"CAO","sequence":"additional","affiliation":[{"name":"School of Economics and Management, Nanjing University of Information Science &amp; Technology, Nanjing 210044, China"}]}],"member":"219","published-online":{"date-parts":[[2011,11,20]]},"reference":[{"key":"rf1","unstructured":"L.\u00a0Yu, S. 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