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Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression
16 references·0 citing·40 second hop
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression (2023)Enhancing credit risk prediction based on…A novel tree-based dynamic heterogeneous ensemble method for credit scoring (2020)A novel tree-based dynamic he…A multi-objective approach for profit-driven feature selection in credit scoring (2019)A multi-objective approach fo…Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning (2018)Study on a prediction of P2P …Application of eXtreme gradient boosting trees in the construction of credit risk assessment models for financial institutions (2018)Application of eXtreme gradie…Cost-based feature selection for Support Vector Machines: An application in credit scoring (2017)Cost-based feature selection …A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)A boosted decision tree appro…The use of profit scoring as an alternative to credit scoring systems in peer-to-peer (P2P) lending (2016)The use of profit scoring as …Investigation and improvement of multi-layer perceptron neural networks for credit scoring (2014)Investigation and improvement…Feature selection in corporate credit rating prediction (2013)Feature selection in corporat…Vertical bagging decision trees model for credit scoring (2010)Vertical bagging decision tre…Mining the customer credit using hybrid support vector machine technique (2008)Mining the customer credit us…Credit scoring with a data mining approach based on support vector machines (2006)Credit scoring with a data mi…A two-stage hybrid credit scoring model using artificial neural networks and multivariate adaptive regression splines (2005)A two-stage hybrid credit sco…Neural network credit scoring models (2000)Neural network credit scoring…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…A neural network model for bankruptcy prediction (1990)A neural network model for ba…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)A Discriminant Analysis of Predictors of Business Failure (1972)Forecasting with artificial neural networks: (1998)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data (2012)A comparative study on base classifiers in ensemble methods for credit scoring (2016)Credit Scoring and Its Applications (2002)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Digitalisation and Big Data Mining in Banking (2018)Review of bankruptcy prediction using machine learning and 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boosted tree for loan evaluation in peer-to-peer lending (2017)Soft consensus cost models for group decision making and economic interpretations (2019)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021)Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending (2014)Home Bias in Online Investments: An Empirical Study of an Online Crowdfunding Market (2015)A study on predicting loan default based on the random forest algorithm (2019)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)LightGBM: an Effective Decision Tree Gradient Boosting Method to Predict Customer Loyalty in the Finance Industry (2019)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)It’s a Peoples Game, Isn’t It?! A Comparison Between the Investment Returns of Business Angels and Machine Learning Algorithms (2020)A two-stage hybrid credit risk prediction model based on XGBoost and graph-based deep neural network (2022)Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering (2022)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)Consumer credit-risk models via machine-learning algorithms (2010)
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References

  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2000Neural network credit scoring models1,032 cited
  • 1990A neural network model for bankruptcy prediction853 cited
  • 2006Credit scoring with a data mining approach based on support vector machines805 cited
  • 2017A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring770 cited
  • 2018Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning444 cited
  • 2005A two-stage hybrid credit scoring model using artificial neural networks and multivariate adaptive regression splines389 cited
  • 2018Application of eXtreme gradient boosting trees in the construction of credit risk assessment models for financial institutions320 cited
  • 2016The use of profit scoring as an alternative to credit scoring systems in peer-to-peer (P2P) lending253 cited
  • 2014Investigation and improvement of multi-layer perceptron neural networks for credit scoring230 cited
  • 2010Vertical bagging decision trees model for credit scoring163 cited
  • 2017Cost-based feature selection for Support Vector Machines: An application in credit scoring155 cited
  • 2019A multi-objective approach for profit-driven feature selection in credit scoring141 cited

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2013
Feature selection in corporate credit rating prediction
124 cited
  • 2008Mining the customer credit using hybrid support vector machine technique122 cited
  • 2020A novel tree-based dynamic heterogeneous ensemble method for credit scoring109 cited
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