Model combination for credit risk assessment: a stacked generalization approach

DOI10.1007/s10479-006-0120-xzbMath1132.91488OpenAlexW1980798497MaRDI QIDQ2480229

Michael Doumpos, Constantin Zopounidis

Publication date: 31 March 2008

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-006-0120-x

zbMATH Keywords

classificationmodel combinationcredit risk assessmentstacked generalization

Mathematics Subject Classification ID

Credit risk (91G40)

Related Items (10)

Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity ⋮ Mortality forecasting using stacked regression ensembles ⋮ A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction ⋮ Early box office prediction in China's film market based on a stacking fusion model ⋮ Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach ⋮ Firm credit risk evaluation: a series two-stage DEA modeling framework ⋮ Designing topological data to forecast bankruptcy using convolutional neural networks ⋮ Selecting cash management models from a multiobjective perspective ⋮ Forecasting bankruptcy using biclustering and neural network-based ensembles ⋮ An interactive sorting approach based on the assignment examples of multiple decision makers with different priorities

Uses Software

• UCI-ml

Cites Work

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• Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
• Multicriteria decision aid classification methods
• Boosting a weak learning algorithm by majority
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Rough sets
• Combining Estiamates in Regression and Classification
• Benchmarking state-of-the-art classification algorithms for credit scoring
• Fuzzy sets

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