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

DOI10.1007/S10898-007-9242-1zbMATH Open1279.90202OpenAlexW2092768810MaRDI QIDQ960116FDOQ960116

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

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• scientific article

zbMATH Keywords

feature selectionclassificationcredit risk assessmentmetaheuristic algorithms

Mathematics Subject Classification ID

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

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
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• Ant colony optimization.
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• Tabu Search—Part I
• A Branch and Bound Algorithm for Feature Subset Selection
• Tabu Search—Part II
• Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
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• A note on genetic algorithms for large-scale feature selection
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• A hybrid genetic-GRASP algorithm using Lagrangean relaxation for the traveling salesman problem
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Cited In (12)

• A hybrid stochastic genetic-GRASP algorithm for clustering analysis
• An analytic hierarchy model for classification algorithms selection in credit risk analysis
• Evolution of the population of a genetic algorithm using particle swarm optimization: application to clustering analysis
• Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks
• Metaheuristics for data mining
• A comparison of several nearest neighbor classifier metrics using tabu search algorithm for the feature selection problem
• APPLICATION OF ANT COLONY OPTIMIZATION TO CREDIT RISK ASSESSMENT
• An optimization method for characterizing two groups of data
• A new decision-making approach for multiple criteria sorting with an imbalanced set of assignment examples
• A hybrid ACO-GRASP algorithm for clustering analysis
• An intelligent multi-criteria optimization method for quick and market-oriented textile material design
• Sparse multi-criteria optimization classifier for credit risk evaluation

Uses Software

• ElemStatLearn

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