Profit-based churn prediction based on minimax probability machines

DOI10.1016/J.EJOR.2019.12.007zbMATH Open1441.62806OpenAlexW2992634800MaRDI QIDQ2301965FDOQ2301965

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

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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)

Cites Work

• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Development and application of consumer credit scoring models using profit-based classification measures
• Statistical comparisons of classifiers over multiple data sets
• Pattern classification.
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• Measuring classifier performance: a coherent alternative to the area under the ROC curve
• A hierarchical multiple kernel support vector machine for customer churn prediction using longitudinal behavioral data
• Title not available (Why is that?)
• Second-order cone programming
• 10.1162/153244303321897726
• The minimum error minimax probability machine
• Fractional programming: Applications and algorithms
• Automated cellular modeling and prediction on a large scale
• The \(F_{\infty}\)-norm support vector machine
• Introduction to Genetic Algorithms
• Imbalanced data classification using second-order cone programming support vector machines
• Convex optimization algorithms
• Double regularization methods for robust feature selection and SVM classification via DC programming
• Profit driven decision trees for churn prediction
• A feasible direction algorithm for nonlinear second-order cone programs

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

Uses Software

• CVX

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