Cost-based feature selection for support vector machines: an application in credit scoring

DOI10.1016/j.ejor.2017.02.037zbMath1403.90526MaRDI QIDQ1753611

Xianqiang Yang

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

zbMATH Keywords

support vector machines; mixed-integer programming; feature selection; credit scoring; analytics

Mathematics Subject Classification ID

90C11: Mixed integer programming

68T05: Learning and adaptive systems in artificial intelligence

91G80: Financial applications of other theories

91G40: Credit risk

Uses Software

• UCI-ml
• SMOTE