Optimization of nearest neighbor classifiers via metaheuristic algorithms for credit risk assessment

DOI10.1007/S10898-007-9242-1MaRDI QIDQ960116zbMATH OpenOpenAlexFDO

Authors Yannis Marinakis, Magdalene Marinaki, Michael Doumpos, Constantin Zopounidis, Nikolaos F. Matsatsinis

Publication date 16 December 2008

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-007-9242-1

zbMATH Keywords

classificationcredit risk assessmentfeature selectionmetaheuristic algorithms

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Credit risk (91G40)

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Cited in

(13)

• A new decision-making approach for multiple criteria sorting with an imbalanced set of assignment examples
• An analytic hierarchy model for classification algorithms selection in credit risk analysis
• Metaheuristics for data mining
• Sparse multi-criteria optimization classifier for credit risk evaluation
• APPLICATION OF ANT COLONY OPTIMIZATION TO CREDIT RISK ASSESSMENT
• scientific article; zbMATH DE number 1107364 (Why is no real title available?)
• Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks
• An optimization method for characterizing two groups of data
• A hybrid ACO-GRASP algorithm for clustering analysis
• An intelligent multi-criteria optimization method for quick and market-oriented textile material design
• Evolution of the population of a genetic algorithm using particle swarm optimization: application to clustering analysis
• A comparison of several nearest neighbor classifier metrics using tabu search algorithm for the feature selection problem
• A hybrid stochastic genetic-GRASP algorithm for clustering analysis

Describes a project that uses

Uses Software

• ElemStatLearn

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