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Application of variable selection techniques to a modified SAIS for generating practical scorecards.

Kevin LeungFrance CheongChristopher CheongSean O'FarrellRobert Tissington
Published in: Int. J. Appl. Decis. Sci. (2009)
Keyphrases
  • variable selection
  • cross validation
  • input variables
  • dimension reduction
  • stochastic search
  • database
  • real world
  • fuzzy logic
  • linear models
  • group lasso