Profit-based credit scoring based on robust optimization and feature selection.
Julio LópezSebastián MaldonadoPublished in: Inf. Sci. (2019)
Keyphrases
- credit scoring
- robust optimization
- feature selection
- logistic regression
- support vector machine svm
- mathematical programming
- portfolio optimization
- support vector
- dimensionality reduction
- machine learning
- decision making
- feature set
- text categorization
- information entropy
- credit card
- naive bayes
- data mining technology
- lot sizing
- feature extraction
- data mining
- feature space
- model selection
- decision theory
- multi class
- text classification
- semidefinite programming
- knowledge discovery
- classification accuracy
- bayesian networks
- high dimensional
- factor analysis
- collaborative filtering
- semi supervised
- knn
- artificial intelligence