Loan default prediction using a credit rating-specific and multi-objective ensemble learning scheme.
Yu SongYuyan WangXin YeRussell ZaretzkiChuanren LiuPublished in: Inf. Sci. (2023)
Keyphrases
- learning scheme
- multi objective
- learning algorithm
- credit scoring
- prediction accuracy
- multi objective optimization
- optimization algorithm
- evolutionary algorithm
- base learners
- ensemble methods
- credit risk
- neural network ensemble
- genetic algorithm
- training data
- multiple objectives
- ensemble learning
- logistic regression
- prediction model
- neural network
- random forest
- differential evolution
- support vector machine svm
- support vector machine
- credit card
- training set
- objective function
- feature selection
- conflicting objectives
- machine learning