Variable selection for financial distress classification using a genetic algorithm.
Roberto Kawakami Harrop GalvãoVictor M. BecerraMagda Abou-SeadaPublished in: IEEE Congress on Evolutionary Computation (2002)
Keyphrases
- variable selection
- cross validation
- genetic algorithm
- dimension reduction
- model selection
- input variables
- high dimensional
- pattern recognition
- machine learning
- logistic regression models
- support vector
- feature vectors
- support vector machine svm
- preprocessing
- decision trees
- feature selection
- linear models
- training set
- high dimensionality
- group lasso
- data mining
- supervised learning
- membership functions