Default risk prediction and feature extraction using a penalized deep neural network.
Cunjie LinNan QiaoWenli ZhangYang LiShuangge MaPublished in: Stat. Comput. (2022)
Keyphrases
- neural network
- feature extraction
- prediction model
- prediction accuracy
- risk management
- back propagation
- pattern recognition
- feature vectors
- risk assessment
- dimension reduction
- self organizing maps
- prediction error
- prediction algorithm
- chaotic time series
- least squares
- artificial neural networks
- maximum likelihood
- multi layer perceptron
- face recognition
- decision making
- genetic algorithm
- network architecture
- hidden layer
- feature representation
- multi layer
- predictive model
- high risk
- bp neural network
- neural network ensemble
- feed forward
- discriminant analysis
- regression model
- support vector machine svm
- model selection
- image classification
- dimensionality reduction
- fuzzy logic
- wavelet transform
- linear feature extraction
- preprocessing
- image processing
- feature selection
- multi layer neural network
- fault diagnosis
- feature extraction and classification
- training process
- knn
- machine learning