Hybrid Dual-Resampling and Cost-Sensitive Classification for Credit Risk Prediction.
Emmanuel Osei-BrefoRichard J. MitchellXia HongPublished in: SGAI Conf. (2023)
Keyphrases
- credit risk
- cost sensitive classification
- credit risk evaluation
- cost sensitive
- multi class
- fraud detection
- prediction accuracy
- error rate
- evaluation method
- risk analysis
- credit scoring
- prediction model
- cost sensitive learning
- misclassification costs
- survival analysis
- classification error
- exchange rate
- feature selection