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Exploring the behaviour of base classifiers in credit scoring ensembles
11 references·16 citing·36 second hop
Exploring the behaviour of base classifiers in credit scoring ensembles (2012)Exploring the behaviour of base classifie…Credit Scoring and Its Applications (2017)Credit Scoring and Its Applic…CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)CREDIT SCORING, STATISTICAL T…A comparative assessment of ensemble learning for credit scoring (2010)A comparative assessment of e…Multiple classifier application to credit risk assessment (2009)Multiple classifier applicati…Credit scoring with a data mining approach based on support vector machines (2006)Credit scoring with a data mi…Building credit scoring models using genetic programming (2005)Building credit scoring model…Neural network ensemble strategies for financial decision applications (2004)Neural network ensemble strat…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Credit Scoring and Its Applications (2002)Credit Scoring and Its Applic…Quantitative Methods in Credit Management: A Survey (1994)Quantitative Methods in Credi…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Credit risk evaluation using clustering based fuzzy classification method (2023)Credit risk evaluation using …A novel hybrid ensemble model based on tree-based method and deep learning method for default prediction (2021)A novel hybrid ensemble model…Comparative study of support vector machines and random forests machine learning algorithms on credit operation (2020)Comparative study of support …Machine learning models for credit analysis improvements: Predicting low-income families’ default (2019)Machine learning models for c…Improving financial bankruptcy prediction in a highly imbalanced class distribution using oversampling and ensemble learning: a case from the Spanish market (2019)Improving financial bankruptc…Topological applications of multilayer perceptrons and support vector machines in financial decision support systems (2018)Topological applications of m…Predicting credit card delinquencies: An application of deep neural networks (2018)Predicting credit card delinq…Failure pattern-based ensembles applied to bankruptcy forecasting (2018)Failure pattern-based ensembl…Classifier selection and clustering with fuzzy assignment in ensemble model for credit scoring (2018)Classifier selection and clus…Probabilistic modeling and visualization for bankruptcy prediction (2017)Probabilistic modeling and vi…Dynamics of firm financial evolution and bankruptcy prediction (2017)Dynamics of firm financial ev…Dynamic prediction of financial distress using Malmquist DEA (2017)Dynamic prediction of financi…Classification methods applied to credit scoring: Systematic review and overall comparison (2016)Classification methods applie…A two-stage classification technique for bankruptcy prediction (2016)A two-stage classification te…Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal (2015)Enhancing accuracy and interp…An insight into the experimental design for credit risk and corporate bankruptcy prediction systems (2014)An insight into the experimen…Applied Statistical Decision Theory (1962)Econometric Models and Economic Forecasts (1990)Business intelligence in banking: A literature analysis from 2002 to 2013 using text mining and latent Dirichlet allocation (2014)Determinants of Default in P2P Lending (2015)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Neural network credit scoring models (2000)Integrating learning styles and adaptive e-learning system: Current developments, problems and opportunities (2015)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring (2008)Comparative analysis of data mining methods for bankruptcy prediction (2011)Machine Learning in Financial Crisis Prediction: A Survey (2011)A Discriminant Analysis of Predictors of Business Failure (1972)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Consumer credit-risk models via machine-learning algorithms (2010)Credit Rationing in Markets with Imperfect Information (1981)Not if but When will Borrowers Default (1999)‘Lending by numbers’: credit scoring and the constitution of risk within American consumer credit (2006)An empirical study of classification algorithm evaluation for financial risk prediction (2010)A comparison of neural networks and linear scoring models in the credit union environment (1996)Business failure prediction using rough sets (1999)Forecasting energy consumption using a grey model improved by incorporating genetic programming (2010)Recent developments in consumer credit risk assessment (2007)A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees (2018)Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (2021)An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring (2007)Credit scoring with macroeconomic variables using survival analysis (2008)Forecasting and operational research: a review (2008)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)Machine behaviour (2019)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2006Credit scoring with a data mining approach based on support vector machines805 cited
  • 2002Credit Scoring and Its Applications669 cited
  • 2010A comparative assessment of ensemble learning for credit scoring501 cited
  • 2011CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE409 cited
  • 2005Building credit scoring models using genetic programming356 cited
  • 2004Neural network ensemble strategies for financial decision applications332 cited
  • 2017Credit Scoring and Its Applications306 cited
  • 1994Quantitative Methods in Credit Management: A Survey240 cited
  • 2009Multiple classifier application to credit risk assessment166 cited

Cited by

  • 2016A two-stage classification technique for bankruptcy prediction142 cited
  • 2015Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal109 cited
  • 2019Improving financial bankruptcy prediction in a highly imbalanced class distribution using oversampling and ensemble learning: a case from the Spanish market

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107 cited
  • 2017Dynamics of firm financial evolution and bankruptcy prediction101 cited
  • 2017Dynamic prediction of financial distress using Malmquist DEA95 cited
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  • 2020Comparative study of support vector machines and random forests machine learning algorithms on credit operation78 cited
  • 2014An insight into the experimental design for credit risk and corporate bankruptcy prediction systems75 cited
  • 2016Classification methods applied to credit scoring: Systematic review and overall comparison68 cited
  • 2021A novel hybrid ensemble model based on tree-based method and deep learning method for default prediction66 cited
  • 2018Failure pattern-based ensembles applied to bankruptcy forecasting65 cited
  • 2018Predicting credit card delinquencies: An application of deep neural networks60 cited
  • 2018Topological applications of multilayer perceptrons and support vector machines in financial decision support systems59 cited
  • 2018Classifier selection and clustering with fuzzy assignment in ensemble model for credit scoring55 cited
  • 2019Machine learning models for credit analysis improvements: Predicting low-income families’ default52 cited
  • 2023Credit risk evaluation using clustering based fuzzy classification method50 cited