Profit-based credit scoring based on robust optimization and feature selection

Julio López; Sebastián Maldonado

doi:10.1016/j.ins.2019.05.093

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JOURNAL ARTICLE

Profit-based credit scoring based on robust optimization and feature selection

Julio López Sebastián Maldonado

Year: 2019 Journal: Information Sciences Vol: 500 Pages: 190-202 Publisher: Elsevier BV

DOI: 10.1016/j.ins.2019.05.093

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Keywords:

Computer science Feature selection Profit (economics) Machine learning Artificial intelligence Robust optimization Data mining Mathematical optimization Mathematics

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Topics

Financial Distress and Bankruptcy Prediction

Social Sciences → Business, Management and Accounting → Accounting

Imbalanced Data Classification Techniques

Physical Sciences → Computer Science → Artificial Intelligence

Machine Learning and Algorithms

Physical Sciences → Computer Science → Artificial Intelligence

Profit-based credit scoring based on robust optimization and feature selection

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Citation History

Topics

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