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Feature Selection in a Credit Scoring Model
16 references·4 citing·30 second hop
Feature Selection in a Credit Scoring Model (2021)Feature Selection in a Credit Scoring Mod…Statistical and machine learning models in credit scoring: A systematic literature survey (2020)Statistical and machine learn…Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Benchmarking state-of-the-art…A comparative assessment of ensemble learning for credit scoring (2010)A comparative assessment of e…The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)The comparisons of data minin…Support vector machines for credit scoring and discovery of significant features (2008)Support vector machines for c…In Search of Distress Risk (2008)In Search of Distress RiskBuilding credit scoring models using genetic programming (2005)Building credit scoring model…Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…An application of support vector machines in bankruptcy prediction model (2004)An application of support vec…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Introducing Recursive Partiti…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Machine learning powered financial credit scoring: a systematic literature review (2025)Machine learning powered fina…Intelligent credit scoring using deep learning methods (2023)Intelligent credit scoring us…A recent review on optimisation methods applied to credit scoring models (2023)A recent review on optimisati…Profit scoring for credit unions using the multilayer perceptron, XGBoost and TabNet algorithms: Evidence from Peru (2022)Profit scoring for credit uni…Neural network credit scoring models (2000)Credit scoring with a data mining approach based on support vector machines (2006)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)Forecasting with artificial neural networks: (1998)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Forecasting Default with the Merton Distance to Default Model (2008)… and the Cross-Section of Expected Returns (2015)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Environmental Externalities and Cost of Capital (2014)Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Modeling Term Structures of Defaultable Bonds (1999)Support vector machine with adaptive parameters in financial time series forecasting (2003)Forecasting stock market movement direction with support vector machine (2004)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Machine Learning in Financial Crisis Prediction: A Survey (2011)Machine Learning in Banking Risk Management: A Literature Review (2019)A Review on Fairness in Machine Learning (2022)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)'It's Reducing a Human Being to a Percentage' (2018)Machine Learning and Natural Language Processing in Mental Health: Systematic Review (2020)Consumer credit-risk models via machine-learning algorithms (2010)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2015Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research1,277 cited
  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 2008The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients881 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 2004An application of support vector machines in bankruptcy prediction model809 cited
  • 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress748 cited
  • 2010A comparative assessment of ensemble learning for credit scoring501 cited
  • 2020Statistical and machine learning models in credit scoring: A systematic literature survey410 cited

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  • 2005Building credit scoring models using genetic programming356 cited
  • 2008Support vector machines for credit scoring and discovery of significant features336 cited
  • Cited by

    • 2025Machine learning powered financial credit scoring: a systematic literature review38 cited
    • 2022Profit scoring for credit unions using the multilayer perceptron, XGBoost and TabNet algorithms: Evidence from Peru35 cited
    • 2023Intelligent credit scoring using deep learning methods25 cited
    • 2023A recent review on optimisation methods applied to credit scoring models20 cited