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A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function.
Jonah Mushava
Michael Murray
Published in:
Expert Syst. Appl. (2022)
Keyphrases
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loss function
credit scoring
logistic regression
extreme values
class imbalanced data
pairwise
support vector
feature selection
random forests
information entropy
decision making
support vector machine svm
credit card
bayesian networks
probability distribution