Profit-Oriented Feature Selection in Credit Scoring Applications.
Nikita KozodoiStefan LessmannBart BaesensKonstantinos PapakonstantinouPublished in: OR (2018)
Keyphrases
- credit scoring
- feature selection
- logistic regression
- classification and regression trees
- data mining technology
- support vector
- support vector machine svm
- credit card
- naive bayes
- text categorization
- machine learning
- multi class
- information entropy
- feature space
- feature extraction
- classification accuracy
- data mining
- support vector machine
- text classification
- decision making
- databases
- unsupervised learning
- data sets
- discriminant analysis
- high dimensional
- decision trees
- neural network