Pages that link to "Item:Q2387272"

The following pages link to Neural network ensemble strategies for financial decision applications (Q2387272):

Displaying 15 items.

• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research (Q319944) (← links)
• Optimization strategy of credit line management for credit card business (Q337050) (← links)
• Business failure prediction using hybrid\(^2\) case-based reasoning (H\(^2\)CBR) (Q733532) (← links)
• Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models (Q870149) (← links)
• Diversity of ability and cognitive style for group decision processes (Q1010126) (← links)
• Predicting repayment of the credit card debt (Q1762040) (← links)
• A two-stage exact algorithm for optimization of neural network ensemble (Q2117204) (← links)
• Forecasting bankruptcy using biclustering and neural network-based ensembles (Q2241078) (← links)
• Financial system modeling using deep neural networks (DNNs) for effective risk assessment and prediction (Q2416723) (← links)
• Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions (Q2506356) (← links)
• Sampled-data exponential synchronization of time-delay neural networks subject to random controller gain perturbations (Q2657302) (← links)
• The assisted prediction modelling frame with hybridisation and ensemble for business risk forecasting and an implementation (Q2792947) (← links)
• Multiple proportion case-basing driven CBRE and its application in the evaluation of possible failure of firms (Q2872617) (← links)
• An application of locally linear model tree algorithm with combination of feature selection in credit scoring (Q5499826) (← links)
• Lost in a black-box? Interpretable machine learning for assessing Italian SMEs default (Q6581548) (← links)