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

analyticschurn predictionminimax probability machinerobust optimizationsupport vector machines

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)

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Cites work

• 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
• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• 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

(13)

• Profit driven decision trees for churn prediction
• Predicting customer churn: A systematic literature review
• Reconciling business analytics with graphically initialized subspace clustering for optimal nonlinear pricing
• Analytics-driven complaint prioritisation via deep learning and multicriteria decision-making
• Propensity score oversampling and matching for uplift modeling
• B2Boost: instance-dependent profit-driven modelling of B2B churn
• Diverse ensemble cost-sensitive logistic regression
• A robust twin parametric margin support vector machine for multiclass classification
• Counterfactual ensembles for interpretable churn prediction: from real-world to privacy-preserving synthetic data
• A predict-and-optimize approach to profit-driven churn prevention
• A novel robust optimization model for nonlinear support vector machine
• Profit-weighted machine learning: a cross-domain analysis of ensemble approaches to churn prediction
• Robust minimax probability machines with entropy-distance universum

Describes a project that uses

Uses Software

• CVX

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