Integrating data augmentation and hybrid feature selection for small sample credit risk assessment with high dimensionality

DOI10.1016/J.COR.2022.105937OpenAlexW4283775933MaRDI QIDQ2676331FDOQ2676331

Authors: Le'an Yu, Hang Yin, Xiaoming Zhang, Kin Keung Lai 

Publication date: 27 September 2022

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2022.105937

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zbMATH Keywords

data augmentationhigh dimensionalitycredit risk assessmentsmall samplehybrid feature selection

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Title not available (Why is that?)
• 10.1162/153244303322753616
• 10.1162/15324430260185556
• Neural network credit scoring models
• Cancer feature selection and classification using a binary quantum-behaved particle swarm optimization and support vector machine
• Using mega-trend-diffusion and artificial samples in small data set learning for early flexible manufacturing system scheduling knowledge
• A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods
• A hybrid system with filter approach and multiple population genetic algorithm for feature selection in credit scoring
• Logistic discrimination based on g-mean and f-measure for imbalanced problem

Uses Software

• XGBoost
• SMOTE
• Wasserstein GAN

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