Two-stage consumer credit risk modelling using heterogeneous ensemble learning.
Monika PapouskováPetr HájekPublished in: Decis. Support Syst. (2019)
Keyphrases
- ensemble learning
- credit risk
- credit risk evaluation
- risk analysis
- credit scoring
- evaluation method
- generalization ability
- ensemble methods
- financial data
- random forest
- concept drift
- exchange rate
- base classifiers
- fraud detection
- credit card
- data mining
- unlabeled data
- machine learning
- machine learning methods
- evolutionary algorithm
- pairwise