Data mining feature selection for credit scoring models

DOI10.1057/PALGRAVE.JORS.2601976MaRDI QIDQ5694076zbMATH OpenOpenAlexFDO

Authors

Publication date 29 September 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601976

zbMATH Keywords

feature selectioncredit scoringriskinsuranceclassification algorithms

Mathematics Subject Classification ID

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Cited in

(19)

• Initial model selection for the Baum-Welch algorithm applied to credit scoring
• A new tool for feature extraction and its application to credit risk analysis
• Cost-based feature selection for support vector machines: an application in credit scoring
• Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
• Asymptotics normality for the bias of the partial spline estimator
• RFMS method for credit scoring based on bank card transaction data
• Bayesian data mining, with application to benchmarking and credit scoring
• Computational Science – ICCS 2005
• Credit scoring using support vector machines with direct search for parameters selection
• A note on random forest as the future credit scoring model
• Variable selection in classification model via quadratic programming
• A clustering and selection based transfer ensemble model for customer credit scoring
• Focusing on the lower scoring data in order to improve credit scoring model selection
• Weight-selected attribute bagging for credit scoring
• Evaluating feature selection methods for learning in data mining applications.
• A multi-dimensional forward selection method for firms' credit sale
• Object selection in credit scoring using covariance matrix of parameters estimations
• Feature selection for better identification of subtypes of Guillain-Barré syndrome
• An application of locally linear model tree algorithm with combination of feature selection in credit scoring

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