Comprehensible credit scoring models using rule extraction from support vector machines
From MaRDI portal
Publication:2643977
DOI10.1016/j.ejor.2006.04.051zbMath1278.91177OpenAlexW3123427206WikidataQ102363031 ScholiaQ102363031MaRDI QIDQ2643977
Jan Vanthienen, David Martens, Bart Baesens, Tony van Gestel
Publication date: 27 August 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/122270
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Credit risk (91G40)
Related Items (38)
Mathematical optimization in classification and regression trees ⋮ An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring ⋮ Product demand forecasts using wavelet kernel support vector machine and particle swarm optimization in manufacture system ⋮ Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations ⋮ An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market ⋮ Supervised classification and mathematical optimization ⋮ Company rating with support vector machines ⋮ OnML: an ontology-based approach for interpretable machine learning ⋮ Variable selection in classification model via quadratic programming ⋮ Effective Active Learning Strategies for the Use of Large-Margin Classifiers in Semantic Annotation: An Optimal Parameter Discovery Perspective ⋮ Optimal randomized classification trees ⋮ On sparse optimal regression trees ⋮ Interpretable machine learning for imbalanced credit scoring datasets ⋮ Credit scoring by incorporating dynamic networked information ⋮ Preference disaggregation and statistical learning for multicriteria decision support: A review ⋮ A framework for inherently interpretable optimization models ⋮ Knowledge Extraction from Support Vector Machines: A Fuzzy Logic Approach ⋮ LCMine: An efficient algorithm for mining discriminative regularities and its application in supervised classification ⋮ Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines ⋮ A Survey on the Explainability of Supervised Machine Learning ⋮ What makes a VRP solution good? The generation of problem-specific knowledge for heuristics ⋮ An integer programming approach for fuzzy rule-based classification systems ⋮ An Enhanced Support Vector Machines Model for Classification and Rule Generation ⋮ Optimization approaches to supervised classification ⋮ Predicting repayment of the credit card debt ⋮ A comparison of instance-level counterfactual explanation algorithms for behavioral and textual data: SEDC, LIME-C and SHAP-C ⋮ Predicting mortgage early delinquency with machine learning methods ⋮ Loss given default decomposition using mixture distributions of in-default events ⋮ A conditional fuzzy inference approach in forecasting ⋮ Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors ⋮ A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees ⋮ Node classification over bipartite graphs through projection ⋮ Sparsity in optimal randomized classification trees ⋮ Identifying winners of competitive events: a SVM-based classification model for horserace prediction ⋮ MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING ⋮ Sparse multi-criteria optimization classifier for credit risk evaluation ⋮ Design of adaptive Elman networks for credit risk assessment ⋮ A reference model for customer-centric data mining with support vector machines
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Benchmarking least squares support vector machine classifiers
- Bayesian kernel based classification for financial distress detection
- Using Neural Network Rule Extraction and Decision Tables for Credit-Risk Evaluation
- Rule Extraction from Support Vector Machines
- Benchmarking state-of-the-art classification algorithms for credit scoring
This page was built for publication: Comprehensible credit scoring models using rule extraction from support vector machines
