On Class Imbalance Correction for Classification Algorithms in Credit Scoring

DOI10.1007/978-3-319-28697-6_6zbMath1341.62306OpenAlexW2298599339MaRDI QIDQ2806890

Gero Szepannek, Bernd Bischl, Tobias Kuhn

Publication date: 19 May 2016

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28697-6_6

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Related Items (1)

Credit scoring with drift adaptation using local regions of competence

Uses Software

• R
• rpart
• irace
• mlr
• BatchJobs
• BatchExperiments

Cites Work

• Benchmarking local classification methods
• Benchmarking state-of-the-art classification algorithms for credit scoring

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