Mining the customer credit using classification and regression tree and multivariate adaptive regression splines

DOI10.1016/j.csda.2004.11.006zbMath1431.62645OpenAlexW1993922907MaRDI QIDQ2257606

Tian-Shyug Lee, Chi-Jie Lu, Chih-Chou Chiu, Yu-Chao Chou

Publication date: 25 February 2015

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.11.006

zbMATH Keywords

data miningsupport vector machineclassification and regression treecredit scoringmultivariate adaptive regression splines

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (18)

Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research ⋮ The new robust conic GPLM method with an application to finance: prediction of credit default ⋮ Computer assisted customer churn management: state-of-the-art and future trends ⋮ Integration of genetic algorithms and neural networks for the formation of the classifier of the hierarchical Choquet integral ⋮ A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods ⋮ Model selection in multivariate adaptive regression splines (MARS) using information complexity as the fitness function ⋮ FEATURE SELECTION VIA LEAST SQUARES SUPPORT FEATURE MACHINE ⋮ Sparse regression modeling for short- and long-term natural gas demand prediction ⋮ Dynamic simulation metamodeling using Mars: a case of radar simulation ⋮ A neuro-computational intelligence analysis of the ecological footprint of nations ⋮ Predicting repayment of the credit card debt ⋮ CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization ⋮ Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns ⋮ Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach ⋮ Efficient adaptive regression spline algorithms based on mapping approach with a case study on finance ⋮ Choice of B-splines with free parameters in the flexible discriminant analysis context ⋮ Editorial: Machine learning and robust data mining ⋮ An application of locally linear model tree algorithm with combination of feature selection in credit scoring

Uses Software

• SPSS

Cites Work

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