Cost-sensitive learning for profit-driven credit scoring.
George PetridesDarie MoldovanLize CoenenTias GunsWouter VerbekePublished in: J. Oper. Res. Soc. (2022)
Keyphrases
- credit scoring
- cost sensitive learning
- cost sensitive
- logistic regression
- class imbalance
- probability estimation
- support vector machine svm
- misclassification costs
- data mining technology
- credit card
- active learning
- decision trees
- missing values
- information entropy
- class distribution
- learning models
- rule extraction
- decision making
- data mining
- naive bayes
- machine learning
- loss function
- training data