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Model combination for credit risk assessment: A stacked generalization approach
16 references·12 citing·35 second hop
Model combination for credit risk assessment: A stacked generalization approach (2006)Model combination for credit risk assessm…Multicriteria Decision Aid Classification Methods (2004)Multicriteria Decision Aid Cl…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …An application of support vector machines in bankruptcy prediction model (2004)An application of support vec…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Multicriteria classification and sorting methods: A literature review (2002)Multicriteria classification …Credit scoring using the hybrid neural discriminant technique (2002)Credit scoring using the hybr…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…Probabilistic Neural Networks in Bankruptcy Prediction (1999)Probabilistic Neural Networks…Fuzzy sets (1996)Fuzzy setsJournal of the American Statistical Association (1995)Journal of the American Stati…Credit Granting: A Comparative Analysis of Classification Procedures (1987)Credit Granting: A Comparativ…Application of Classification Techniques in Business, Banking and Finance. (1983)Application of Classification…The Combination of Forecasts (1969)The Combination of ForecastsFuzzy sets (1965)Fuzzy setsExplainable profit-driven hotel booking cancellation prediction based on heterogeneous stacking-based ensemble classification (2024)Explainable profit-driven hot…Designing topological data to forecast bankruptcy using convolutional neural networks (2022)Designing topological data to…BACS: blockchain and AutoML-based technology for efficient credit scoring classification (2022)BACS: blockchain and AutoML-b…Mortality forecasting using stacked regression ensembles (2021)Mortality forecasting using s…A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction (2021)A new approach to deal with v…A new preference disaggregation TOPSIS approach applied to sort corporate bonds based on financial statements and expert's assessment (2020)A new preference disaggregati…Forecasting bankruptcy using biclustering and neural network-based ensembles (2019)Forecasting bankruptcy using …DMDP: A Dynamic Multi-source Default Probability Prediction Framework (2019)DMDP: A Dynamic Multi-source …A combined methodology for the concurrent evaluation of the business, financial and sports performance of football clubs: the case of France (2017)A combined methodology for th…Intuition and Rationality in MCDM (2015)Intuition and Rationality in …MCDM APPROACH TO EVALUATING BANK LOAN DEFAULT MODELS (2014)MCDM APPROACH TO EVALUATING B…Firm credit risk evaluation: a series two-stage DEA modeling framework (2014)Firm credit risk evaluation: …The Pricing of Options and Corporate Liabilities (1973)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)Credit scoring with a data mining approach based on support vector machines (2006)Recent developments in consumer credit risk assessment (2007)A comparative assessment of ensemble learning for credit scoring (2010)Neural network credit scoring models (2000)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)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)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Using neural network ensembles for bankruptcy prediction and credit scoring (2007)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Modeling Term Structures of Defaultable Bonds (1999)In Search of Distress Risk (2008)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Multi-period corporate default prediction with stochastic covariates (2006)Forecasting Default with the Merton Distance to Default Model (2008)The impact of corporate social responsibility on the cost of bank loans (2010)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)
this work references cited by second hop

References

  • 1965Fuzzy sets67,827 cited
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  • 1969The Combination of Forecasts3,194 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 2004An application of support vector machines in bankruptcy prediction model809 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 2002Multicriteria classification and sorting methods: A literature review686 cited
  • 2004Multicriteria Decision Aid Classification Methods377 cited
  • 2002Credit scoring using the hybrid neural discriminant technique355 cited
  • 1999Probabilistic Neural Networks in Bankruptcy Prediction277 cited
  • 1983Application of Classification Techniques in Business, Banking and Finance.246 cited

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1987
Credit Granting: A Comparative Analysis of Classification Procedures
163 cited

Cited by

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  • 2022BACS: blockchain and AutoML-based technology for efficient credit scoring classification35 cited
  • 2024Explainable profit-driven hotel booking cancellation prediction based on heterogeneous stacking-based ensemble classification30 cited
  • 2022Designing topological data to forecast bankruptcy using convolutional neural networks22 cited
  • 2021Mortality forecasting using stacked regression ensembles21 cited
  • 2019DMDP: A Dynamic Multi-source Default Probability Prediction Framework21 cited
  • 2021A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction19 cited
  • 2015Intuition and Rationality in MCDM0 cited