The use of data reduction techniques to assess systemic risk: An application to the Chilean banking system.
Diego AvanziniAlejandro JaraPublished in: Intell. Data Anal. (2015)
Keyphrases
- data reduction
- risk management
- retail banking
- data compression
- knowledge discovery
- preprocessing
- feature selection
- instance selection
- classification accuracy
- data analysis
- model selection
- commercial banks
- classification rules
- rough set theory
- singular value decomposition
- high dimensionality
- representative subset
- data mining
- decision making
- data quality
- compression algorithm
- training data
- credit risk