Cost-based feature selection for support vector machines: an application in credit scoring
DOI10.1016/J.EJOR.2017.02.037zbMATH Open1403.90526OpenAlexW2593370983MaRDI QIDQ1753611FDOQ1753611
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/408556/1/paper_Risk_SVM_elsarticle.pdf
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Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40) Mixed integer programming (90C11) Financial applications of other theories (91G80)
Cites Work
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- Gene selection for cancer classification using support vector machines
- Best subset selection via a modern optimization lens
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- Credit Scoring and Its Applications
- Model selection: beyond the Bayesian/frequentist divide
- Support vector data description
- Multi-group support vector machines with measurement costs: A biobjective approach
- Feature selection for support vector machines via mixed integer linear programming
- Linear programming support vector machines
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Cited In (13)
- Data mining feature selection for credit scoring models
- On support vector machines under a multiple-cost scenario
- Cost-sensitive feature selection for support vector machines
- 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
- Title not available (Why is that?)
- 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
- 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
- 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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