A novel ensemble classification model based on neural networks and a classifier optimisation technique for imbalanced credit risk evaluation
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DOI: 10.1016/j.physa.2019.121073
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Cited by:
- Yitong Guo & Jie Mei & Zhiting Pan & Haonan Liu & Weiwei Li, 2022. "Adaptively Promoting Diversity in a Novel Ensemble Method for Imbalanced Credit-Risk Evaluation," Mathematics, MDPI, vol. 10(11), pages 1-21, May.
- Andrés Alonso & José Manuel Carbó, 2022. "Accuracy of explanations of machine learning models for credit decisions," Working Papers 2222, Banco de España.
- Oguz Koc & Omur Ugur & A. Sevtap Kestel, 2023. "The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring," Papers 2303.05427, arXiv.org.
- Guansan Du & Frank Elston, 2022. "RETRACTED ARTICLE: Financial risk assessment to improve the accuracy of financial prediction in the internet financial industry using data analytics models," Operations Management Research, Springer, vol. 15(3), pages 925-940, December.
- Fisnik Doko & Slobodan Kalajdziski & Igor Mishkovski, 2021. "Credit Risk Model Based on Central Bank Credit Registry Data," JRFM, MDPI, vol. 14(3), pages 1-17, March.
- Cui, Xin & Wang, Panpan & Sensoy, Ahmet & Nguyen, Duc Khuong & Pan, Yuying, 2022. "Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China," Technological Forecasting and Social Change, Elsevier, vol. 177(C).
- Samami, Maryam & Akbari, Ebrahim & Abdar, Moloud & Plawiak, Pawel & Nematzadeh, Hossein & Basiri, Mohammad Ehsan & Makarenkov, Vladimir, 2020. "A mixed solution-based high agreement filtering method for class noise detection in binary classification," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
- Ming-Fu Hsu & Ying-Shao Hsin & Fu-Jiing Shiue, 2022. "Business analytics for corporate risk management and performance improvement," Annals of Operations Research, Springer, vol. 315(2), pages 629-669, August.
- Shen, Feng & Zhang, Xin & Wang, Run & Lan, Dao & Zhou, Wei, 2022. "Sequential optimization three-way decision model with information gain for credit default risk evaluation," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1116-1128.
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Keywords
BP neural network; Credit risk evaluation; Ensemble classification model; PSO algorithm; SMOTE;All these keywords.
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