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A firefly algorithm modified support vector machine for the credit risk assessment of supply chain finance

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  • Zhang, Hao
  • Shi, Yuxin
  • Yang, Xueran
  • Zhou, Ruiling

Abstract

Nowadays, Supply Chain Finance (SCF) has been developing rapidly since the emergence of credit risk. Therefore, this paper used SVM optimized by the firefly algorithm, which is called firefly algorithm support vector machine (FA-SVM), and applied it to SCF evaluation with a different indicator selection.

Suggested Citation

  • Zhang, Hao & Shi, Yuxin & Yang, Xueran & Zhou, Ruiling, 2021. "A firefly algorithm modified support vector machine for the credit risk assessment of supply chain finance," Research in International Business and Finance, Elsevier, vol. 58(C).
  • Handle: RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001033
    DOI: 10.1016/j.ribaf.2021.101482
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    References listed on IDEAS

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    Cited by:

    1. Abedin, Mohammad Zoynul & Hajek, Petr & Sharif, Taimur & Satu, Md. Shahriare & Khan, Md. Imran, 2023. "Modelling bank customer behaviour using feature engineering and classification techniques," Research in International Business and Finance, Elsevier, vol. 65(C).
    2. Hossein Havaeji & Thien-My Dao & Tony Wong, 2023. "Supervised Learning by Evolutionary Computation Tuning: An Application to Blockchain-Based Pharmaceutical Supply Chain Cost Model," Mathematics, MDPI, vol. 11(9), pages 1-19, April.
    3. Meiyan Li & Yingjun Fu, 2022. "Prediction of Supply Chain Financial Credit Risk Based on PCA-GA-SVM Model," Sustainability, MDPI, vol. 14(24), pages 1-21, December.
    4. Lele Zhou & Maowei Chen & Hyangsook Lee, 2022. "Supply Chain Finance: A Research Review and Prospects Based on a Systematic Literature Analysis from a Financial Ecology Perspective," Sustainability, MDPI, vol. 14(21), pages 1-27, November.

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