Research Article

Credit Risk Assessment for Small and Microsized Enterprises Using Kernel Feature Selection-Based Multiple Criteria Linear Optimization Classifier: Evidence from China

Table 10

Reduction rate of six models.

ModelSelected featuresNumber of selected featuresReduction rate (%)

Logistic regression, …, 530
SVM, …, 530
Neural networks, …, 530
MCLOC, …, 530
MCQOC, …, 530
KFS-MCLOC, , , , , , , , , 1081.13