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Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research.
Stefan Lessmann
Bart Baesens
Hsin-Vonn Seow
Lyn C. Thomas
Published in:
Eur. J. Oper. Res. (2015)
Keyphrases
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credit scoring
learning algorithm
support vector machine svm
pattern recognition
feature extraction
support vector
preprocessing
training set
loss function
classification rules
databases
decision trees
feature space
classification accuracy
data mining techniques
text classification
logistic regression