Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
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Publication:319944
DOI10.1016/J.EJOR.2015.05.030zbMATH Open1346.90835OpenAlexW2131816657MaRDI QIDQ319944FDOQ319944
Stefan Lessmann, Bart Baesens, Hsin-Vonn Seow, Lyn C. Thomas
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/377196/1/Lessmann_Benchmarking.pdf
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Abstract computational complexity for mathematical programming problems (90C60) Credit risk (91G40)
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Cited In (45)
- Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation
- Optimizing credit limit adjustments under adversarial goals using reinforcement learning
- Explainable AI for operational research: a defining framework, methods, applications, and a research agenda
- On maximum likelihood estimation of the semi-parametric Cox model with time-varying covariates
- Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
- Operational research and artificial intelligence methods in banking
- Banks to basics! Why banking regulation should focus on equity
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning
- Cost-sensitive ensemble learning: a unifying framework
- Response transformation and profit decomposition for revenue uplift modeling
- Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach
- How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments
- A Markovian score model for evaluating provider performance for continuity of care -- an explainable analytics approach
- Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks
- Lost in a black-box? Interpretable machine learning for assessing Italian SMEs default
- Improving the predictive accuracy of the cross-selling of consumer loans using deep learning networks
- A class of categorization methods for credit scoring models
- Using parametric classification trees for model selection with applications to financial risk management
- Robust cost-sensitive kernel method with Blinex loss and its applications in credit risk evaluation
- A zero-inflated non default rate regression model for credit scoring data
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- Performance Comparison of Machine Learning Platforms
- Predicting mortgage early delinquency with machine learning methods
- Credit scoring by incorporating dynamic networked information
- Credit offering strategy and dynamic pricing in the presence of consumer strategic behavior
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- Unsupervised quadratic surface support vector machine with application to credit risk assessment
- Dynamic ensemble selection based on hesitant fuzzy multiple criteria decision making
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
- A simple model for mixing intuition and analysis
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- A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees
- Promoting variable effect consistency in mixture cure model for credit scoring
- A Bayesian approach to modeling mortgage default and prepayment
- A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods
- Credit scoring with drift adaptation using local regions of competence
- Fairness in credit scoring: assessment, implementation and profit implications
- Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
- Application of credit‐scoring methods in a decision support system of investment for peer‐to‐peer lending
- Deep learning for credit scoring: do or don't?
- Semi-supervised adapted HMMs for P2P credit scoring systems with reject inference
- A prediction-driven mixture cure model and its application in credit scoring
- Websites' data: a new asset for enhancing credit risk modeling
- Angle-based cost-sensitive multicategory classification
- Instance spaces for machine learning classification
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