Cost-sensitive single-index classification model

DOI10.1016/J.EJOR.2025.08.058MaRDI QIDQ6865578zbMATH OpenFDO

Authors Jorge C-Rella, Ricardo Cao, Juan Vilar

Publication date 2 February 2026

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2025.08.058

zbMATH Keywords

cost-sensitive classificationinstance-dependent classificationlink functionnonparametric modelingsemiparametric modeling

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An Efficient Semiparametric Estimator for Binary Response Models
• Calibrating machine learning approaches for probability estimation: a comprehensive comparison
• Calibrating random forests for probability estimation
• Cost-sensitive boosting algorithms: do we really need them?
• Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach
• Cost-sensitive thresholding over a two-dimensional decision region for fraud detection
• Credit Scoring and Its Applications
• Differentiating between good credits and bad credits using neuro-fuzzy systems
• Direct estimation of the index coefficient in a single-index model
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• scientific article; zbMATH DE number 1391397 (Why is no real title available?)
• Instance-dependent cost-sensitive learning for detecting transfer fraud
• Maximum likelihood in cost-sensitive learning: model specification, approximations, and upper bounds
• Non-parametric regression for binary dependent variables
• Nonparametric estimation of the probability of default with double smoothing
• On semiparametric \(M\)-estimation in single-index regression
• Optimal Conditioning of Quasi-Newton Methods
• Optimal smoothing in single-index models
• Penalized least squares for single index models
• Profit driven decision trees for churn prediction
• Semiparametric estimation of binary response models with endogenous regressors
• Semiparametric Estimation of Index Coefficients
• Semiparametric estimation of the link function in binary-choice single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations

This page was built for publication: Cost-sensitive single-index classification model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6865578)