Model combination for credit risk assessment: a stacked generalization approach
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Publication:2480229
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Cites work
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Cited in
(16)- Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
- Selecting cash management models from a multiobjective perspective
- An interactive sorting approach based on the assignment examples of multiple decision makers with different priorities
- A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction
- Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach
- Forecasting bankruptcy using biclustering and neural network-based ensembles
- Early box office prediction in China's film market based on a stacking fusion model
- Credit risk assessment: a challenge for financial institutions
- Mortality forecasting using stacked regression ensembles
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- Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method
- Designing topological data to forecast bankruptcy using convolutional neural networks
- Enhancing the predictive performance of ensemble models through novel multi-objective strategies: evidence from credit risk and business model innovation survey data
- Credit rating algorithm of corporate bonds based on Gaussian process mixture model and improved K-means
- BACS: blockchain and AutoML-based technology for efficient credit scoring classification
- Firm credit risk evaluation: a series two-stage DEA modeling framework
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