There are many methods introduced to solve the credit scoring problem such as support vector machines, neural networks and rule based classifiers. Rule bases are more favourite in credit decision making because of their ability to explicitly distinguish between good and bad applicants.In this paper multi-objective particle swarm is applied to optimize fuzzy apriori rule base in credit scoring. ...

Recently, tuning the weights of the rules in Fuzzy Rule-Base Classification Systems is researched in order to improve the accuracy of classification. In this paper, a margin-based optimization model, inspired by Support Vector Machine classifiers, is proposed to compute these fuzzy rule weights. This approach not only  considers both accuracy and generalization criteria in a single objective fu...