Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects.
Elena DumitrescuSullivan HuéChristophe HurlinSessi TokpaviPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- logistic regression
- credit scoring
- decision trees
- machine learning
- naive bayes
- machine learning algorithms
- logistic regression models
- random forests
- classification and regression trees
- support vector
- data mining
- decision rules
- chi square test
- classification trees
- pattern recognition
- loss function
- data mining methods
- random forest
- learning algorithm
- information extraction
- statistically significant
- statistical methods
- ensemble methods
- knowledge discovery
- natural language
- feature selection
- neural network