A machine learning-based credit risk prediction engine system using a stacked classifier and a filter-based feature selection method.
Emmanuel IleberiYanxia SunZenghui WangPublished in: J. Big Data (2024)
Keyphrases
- credit risk
- machine learning
- credit risk evaluation
- evaluation method
- feature selection
- decision trees
- support vector machine
- learning algorithm
- credit scoring
- risk analysis
- feature subset
- survival analysis
- machine learning methods
- training data
- data mining
- prediction model
- training set
- commercial banks
- active learning
- financial data
- exchange rate
- support vector
- predictive modeling
- feature space
- information extraction
- evaluation model
- fraud detection
- pattern recognition
- support vector machine svm
- model selection