Consumer credit risk: Individual probability estimates using machine learning.
Jochen KruppaAlexandra SchwarzGerhard ArmingerAndreas ZieglerPublished in: Expert Syst. Appl. (2013)
Keyphrases
- credit risk
- probability estimates
- machine learning
- credit risk evaluation
- decision trees
- cost sensitive
- evaluation method
- naive bayes
- probability estimation
- risk analysis
- machine learning methods
- fraud detection
- pattern recognition
- credit scoring
- text mining
- machine learning algorithms
- text classification
- feature selection
- data mining
- training data
- binary classifiers
- probability density function
- k nearest neighbor
- model selection
- supervised learning