A multi-objective approach for profit-driven feature selection in credit scoring.
Nikita KozodoiStefan LessmannKonstantinos PapakonstantinouYiannis GatsoulisBart BaesensPublished in: Decis. Support Syst. (2019)
Keyphrases
- credit scoring
- multi objective
- feature selection
- logistic regression
- support vector machine svm
- evolutionary algorithm
- classification and regression trees
- text categorization
- data mining technology
- support vector
- genetic algorithm
- objective function
- information entropy
- credit card
- feature extraction
- text classification
- data mining
- support vector machine
- decision making
- machine learning
- unsupervised learning
- feature space
- naive bayes
- dimensionality reduction
- knn
- classification accuracy
- preprocessing
- decision trees
- k nearest neighbor
- neural network