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Benchmarking state-of-the-art classification algorithms for credit scoring.
Bart Baesens
Tony Van Gestel
Stijn Viaene
M. Stepanova
Johan A. K. Suykens
Jan Vanthienen
Published in:
J. Oper. Res. Soc. (2003)
Keyphrases
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credit scoring
learning algorithm
decision trees
pattern recognition
classification accuracy
support vector machine svm
feature extraction
feature space
information extraction
data clustering
data mining technology
classification and regression trees