Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
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Cites work
- scientific article; zbMATH DE number 1107364 (Why is no real title available?)
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- Adapting a classification rule to local and global shift when only unlabelled data are available
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- Advances in large-margin classifiers
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- An extension on ``Statistical comparisons of classifiers over multiple data sets for all pairwise comparisons
- An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
- Bagging predictors
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
- Benchmarking state-of-the-art classification algorithms for credit scoring
- Classifier technology and the illusion of progress
- Consumer finance: challenges for operational research
- Cost-sensitive learning and decision making revisited
- Credit Scoring and Its Applications
- Credit scoring for profitability objectives
- Development and application of consumer credit scoring models using profit-based classification measures
- Downturn loss given default: mixture distribution estimation
- European generic scoring models using survival analysis
- Evaluation of neural networks and data mining methods on a credit assessment task for class imbalance problem
- Good practice in retail credit scorecard assessment
- Identifying future defaulters: a hierarchical Bayesian method
- Measuring classifier performance: a coherent alternative to the area under the ROC curve
- Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
- Mixture cure models in credit scoring: if and when borrowers default
- Neural network ensemble strategies for financial decision applications
- Random forests
- Recent developments in consumer credit risk assessment
- Several multi-criteria programming methods for classification
- Statistical comparisons of classifiers over multiple data sets
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- Support vector regression for loss given default modelling
- The impact of preprocessing on data mining: an evaluation of classifier sensitivity in direct marketing
- Updating a credit-scoring model based on new attributes without realization of actual data
Cited in
(46)- 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
- Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
- Operational research and artificial intelligence methods in banking
- Cost-sensitive ensemble learning: a unifying framework
- On maximum likelihood estimation of the semi-parametric Cox model with time-varying covariates
- 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 business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach
- Response transformation and profit decomposition for revenue uplift modeling
- 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
- A class of categorization methods for credit scoring models
- Improving the predictive accuracy of the cross-selling of consumer loans using deep learning networks
- 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
- Predicting mortgage early delinquency with machine learning methods
- Performance Comparison of Machine Learning Platforms
- Credit scoring by incorporating dynamic networked information
- Credit offering strategy and dynamic pricing in the presence of consumer strategic behavior
- Interpretable machine learning for imbalanced credit scoring datasets
- Unsupervised quadratic surface support vector machine with application to credit risk assessment
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
- Dynamic ensemble selection based on hesitant fuzzy multiple criteria decision making
- A simple model for mixing intuition and analysis
- A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees
- The impact of sample bias on consumer credit scoring performance and profitability
- 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
- Fisher consistency for prior probability shift
- 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?
- A prediction-driven mixture cure model and its application in credit scoring
- Semi-supervised adapted HMMs for P2P credit scoring systems with reject inference
- Angle-based cost-sensitive multicategory classification
- Websites' data: a new asset for enhancing credit risk modeling
- Updating a credit-scoring model based on new attributes without realization of actual data
- Instance spaces for machine learning classification
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