An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market.
Trevor FitzpatrickChristophe MuesPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- classification algorithm
- prediction algorithm
- real estate
- computational cost
- data structure
- benchmark datasets
- pattern recognition
- feature space
- significant improvement
- machine learning algorithms
- learning algorithm
- terms of classification accuracy
- classification accuracy
- feature selection
- pattern classification
- data sets
- model selection
- neural networks and support vector machines
- classification scheme
- feature selection algorithms
- prediction accuracy
- support vector
- data mining