Imbalanced credit risk prediction based on SMOTE and multi-kernel FCM improved by particle swarm optimization.
Lu WangPublished in: Appl. Soft Comput. (2022)
Keyphrases
- credit risk evaluation
- credit risk
- multi kernel
- particle swarm optimization
- evaluation method
- risk analysis
- prediction accuracy
- class imbalance
- minority class
- class distribution
- pso algorithm
- credit scoring
- particle swarm optimization pso
- gaussian kernels
- multiple kernel learning
- prediction model
- exchange rate
- financial data
- clustering algorithm
- multi objective
- decision trees
- fuzzy clustering
- discriminant analysis
- model selection