Profit-based churn prediction based on minimax probability machines

DOI10.1016/J.EJOR.2019.12.007MaRDI QIDQ2301965zbMATH OpenOpenAlexFDO

Authors Sebastián Maldonado, Julio López, Carla Vairetti

Publication date 25 February 2020

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

Full work available at URL https://doi.org/10.1016/j.ejor.2019.12.007

zbMATH Keywords

support vector machinesrobust optimizationanalyticsminimax probability machinechurn prediction

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Nonlinear programming (90C30)

Recommendations

• Profit driven decision trees for churn prediction
• Modeling churn using customer lifetime value
• Bayesian churn models
• A hierarchical multiple kernel support vector machine for customer churn prediction using longitudinal behavioral data
• High-probability minimax probability machines

Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• 10.1162/153244303321897726
• A feasible direction algorithm for nonlinear second-order cone programs
• A hierarchical multiple kernel support vector machine for customer churn prediction using longitudinal behavioral data
• Automated cellular modeling and prediction on a large scale
• Convex optimization algorithms
• Development and application of consumer credit scoring models using profit-based classification measures
• Double regularization methods for robust feature selection and SVM classification via DC programming
• Fractional programming: Applications and algorithms
• Imbalanced data classification using second-order cone programming support vector machines
• Introduction to Genetic Algorithms
• Measuring classifier performance: a coherent alternative to the area under the ROC curve
• Optimization theory and methods. Nonlinear programming
• Pattern classification.
• Profit driven decision trees for churn prediction
• Second-order cone programming
• Statistical comparisons of classifiers over multiple data sets
• The \(F_{\infty}\)-norm support vector machine
• The minimum error minimax probability machine
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

Cited in

(6)

• Propensity score oversampling and matching for uplift modeling
• Predicting customer churn: A systematic literature review
• Profit driven decision trees for churn prediction
• Analytics-driven complaint prioritisation via deep learning and multicriteria decision-making
• Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing
• B2Boost: instance-dependent profit-driven modelling of B2B churn

Describes a project that uses

Uses Software

• CVX

This page was built for publication: Profit-based churn prediction based on minimax probability machines

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2301965)