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

feature selectionclassificationcredit risk assessmentmetaheuristic algorithms

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(12)

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

Describes a project that uses

Uses Software

• ElemStatLearn

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