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Enhancing financial risk prediction with symbolic classifiers: addressing class imbalance and the accuracy–interpretability trade–off
16 references·0 citing·45 second hop
Enhancing financial risk prediction with symbolic classifiers: addressing class imbalance and the accuracy–interpretability trade–off (2024)Enhancing financial risk prediction with …Credit risk assessment using the factorization machine model with feature interactions (2024)Credit risk assessment using …Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? (2022)Machine Learning Models and D…EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks (2022)EU-27 bank failure prediction…A novel tree-based dynamic heterogeneous ensemble method for credit scoring (2020)A novel tree-based dynamic he…Machine Learning in Banking Risk Management: A Literature Review (2019)Machine Learning in Banking R…Does the Financial Crisis Change the Effect of Financing on Investment? Evidence From Private SMEs (2019)Does the Financial Crisis Cha…A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse (2019)A retrospective on the subpri…Classifier selection and clustering with fuzzy assignment in ensemble model for credit scoring (2018)Classifier selection and clus…Simplifying credit scoring rules using LVQ + PSO (2017)Simplifying credit scoring ru…Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective (2016)Application of a rule extract…Financial credit risk assessment: a recent review (2015)Financial credit risk assessm…Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal (2015)Enhancing accuracy and interp…Classification Restricted Boltzmann Machine for comprehensible credit scoring model (2014)Classification Restricted Bol…Partial Least Square Discriminant Analysis for bankruptcy prediction (2012)Partial Least Square Discrimi…Credit risk assessment and decision making by a fusion approach (2012)Credit risk assessment and de…R.A. Fisher and the making of maximum likelihood 1912-1922 (1997)R.A. Fisher and the making of…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)Bankruptcy prediction using Partial Least Squares Logistic Regression (2017)Hybrid genetic algorithm and fuzzy clustering for bankruptcy prediction (2017)A bibliometric study on intelligent techniques of bankruptcy prediction for corporate firms (2019)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Neural network credit scoring models (2000)Rule-based credit risk assessment model using multi-objective evolutionary algorithms (2019)Consumer credit risk assessment: A review from the state-of-the-art classification algorithms, data traits, and learning methods (2023)Credit scoring with a data mining approach based on support vector machines (2006)Machine learning models and cost-sensitive decision trees for bond rating prediction (2019)Bankruptcy prediction using fuzzy convolutional neural networks (2021)The Grammar of Science (1892)NOTES ON THE HISTORY OF CORRELATION (1920)R. A. Fisher, the Life of a Scientist (1978)The Epic Story of Maximum Likelihood (2007)The anatomy of big data computing (2015)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Natural language based financial forecasting: a survey (2017)Deep learning for financial applications : A survey (2020)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)A combined entropy-based approach for a proactive credit scoring (2019)Machine learning and decision support system on credit scoring (2019)Credit risk evaluation using clustering based fuzzy classification method (2023)Value At Risk: The New Benchmark for Managing Financial Risk (2000)A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment (2021)Digital transformation of organizations: what do we know and where to go next? (2021)Machine learning-driven credit risk: a systemic review (2022)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Masters of disasters? Challenges and opportunities for SMEs in times of crisis (2020)Risk perception and determinants in small‐ and medium‐sized agri‐food enterprises amidst the COVID‐19 pandemic: Evidence from Egypt (2020)COVID-19 and regional solutions for mitigating the risk of SME finance in selected ASEAN member states (2022)Credit Rationing in Markets with Imperfect Information (1981)A novel hybrid ensemble model based on tree-based method and deep learning method for default prediction (2021)Credit scoring methods: Latest trends and points to consider (2022)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)Emerging Trends in Deep Learning for Credit Scoring: A Review (2022)Applications of artificial intelligence and machine learning in the financial services industry: A bibliometric review (2023)Bank failure prediction models: Review and outlook (2024)
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References

  • 1997R.A. Fisher and the making of maximum likelihood 1912-1922635 cited
  • 2019Machine Learning in Banking Risk Management: A Literature Review512 cited
  • 2015Financial credit risk assessment: a recent review234 cited
  • 2012Partial Least Square Discriminant Analysis for bankruptcy prediction141 cited
  • 2019Does the Financial Crisis Change the Effect of Financing on Investment? Evidence From Private SMEs140 cited
  • 2015Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal109 cited
  • 2020A novel tree-based dynamic heterogeneous ensemble method for credit scoring109 cited
  • 2014Classification Restricted Boltzmann Machine for comprehensible credit scoring model100 cited
  • 2022EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks55 cited
  • 2018Classifier selection and clustering with fuzzy assignment in ensemble model for credit scoring55 cited
  • 2012Credit risk assessment and decision making by a fusion approach54 cited
  • 2022Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination?40 cited
  • 2016Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective39 cited
  • 2017

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Simplifying credit scoring rules using LVQ + PSO
28 cited
  • 2024Credit risk assessment using the factorization machine model with feature interactions20 cited
  • 2019A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse20 cited
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