Weight-selected attribute bagging for credit scoring

DOI10.1155/2013/379690zbMath1299.91160OpenAlexW2041376251WikidataQ59024180 ScholiaQ59024180MaRDI QIDQ473541

Jianwu Li, Wangli Hao, Haizhou Wei

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/379690

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Related Items

Calculation of credit valuation adjustment based on least square Monte Carlo methods

Uses Software

• UCI-ml
• PRTools
• AdaBoost.MH

Cites Work

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• Bagging predictors
• A decision-theoretic generalization of on-line learning and an application to boosting
• Attribute bagging: Improving accuracy of classifier ensembles by using random feature subsets.
• Neural network credit scoring models
• Two-stage genetic programming (2SGP) for the credit scoring model
• Recent developments in consumer credit risk assessment
• Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
• Credit Risk Evaluation with Least Square Support Vector Machine

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