A multi-objective approach for the prediction of loan defaults.
Oluwarotimi OdehPraveen KoduruSanjoy DasAllen M. FeatherstoneStephen M. WelchPublished in: GECCO (2007)
Keyphrases
- multi objective
- optimization algorithm
- evolutionary algorithm
- multi objective optimization
- genetic algorithm
- particle swarm optimization
- conflicting objectives
- objective function
- prediction accuracy
- multi objective optimization problems
- prediction model
- nsga ii
- bi objective
- multiobjective optimization
- multiple objectives
- credit scoring
- prediction error
- pareto optimal
- decision support system
- expressive power
- optimum design
- multi criteria
- neural network
- predictive model
- logistic regression
- default theories
- evolutionary optimization
- knowledge representation
- trade off
- influence factors