Cost-based feature selection for support vector machines: an application in credit scoring
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Cites work
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- scientific article; zbMATH DE number 1753143 (Why is no real title available?)
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- Best subset selection via a modern optimization lens
- Considering cost asymmetry in learning classifiers
- Credit Scoring and Its Applications
- Development and application of consumer credit scoring models using profit-based classification measures
- Feature selection for support vector machines via mixed integer linear programming
- Gene selection for cancer classification using support vector machines
- Linear programming support vector machines
- Model selection: beyond the Bayesian/frequentist divide
- Multi-group support vector machines with measurement costs: A biobjective approach
- Statistical comparisons of classifiers over multiple data sets
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Cited in
(21)- Data mining feature selection for credit scoring models
- A two-stage framework for credit scoring based on feature augmentation and dimension reduction
- Cost-sensitive feature selection for support vector machines
- Improved RBM-based feature extraction for credit risk assessment with high dimensionality
- On support vector machines under a multiple-cost scenario
- A novel cooperative co-evolutionary algorithm with context vector enhancement strategy for feature selection on high-dimensional classification
- Multi-class support vector machine based on minimization of reciprocal-geometric-margin norms
- Functional-bandwidth kernel for support vector machine with functional data: an alternating optimization algorithm
- Predicting loss severities for residential mortgage loans: a three-step selection approach
- Mixed integer linear programming for feature selection in support vector machine
- scientific article; zbMATH DE number 7508946 (Why is no real title available?)
- A mixed integer linear programming support vector machine for cost-effective group feature selection: branch-cut-and-price approach
- A kernel-free double well potential support vector machine with applications
- Evaluating and selecting features via information theoretic lower bounds of feature inner correlations for high-dimensional data
- Cost-constrained group feature selection using information theory
- Unsupervised quadratic surface support vector machine with application to credit risk assessment
- A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees
- Diverse ensemble cost-sensitive logistic regression
- Fifty years at the interface between financial modeling and operations research
- A maximum-margin multisphere approach for binary multiple instance learning
- Tightening big Ms in integer programming formulations for support vector machines with ramp loss
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