Subagging for credit scoring models

European Journal of Operational Research

Volumn 201, Issue 2, 2010, Pages 490-499

  Paleologo, Giuseppe ^a   Elisseeff, André ^b   Antonini, Gianluca ^b  

^a IBM   (United States)

^b IBM RESEARCH ZURICH   (Switzerland)

Author keywords

Classification; Credit scoring; Decision Support Systems; Risk analysis

Indexed keywords

ADABOOST; BASE CLASSIFIERS; CLASSIFICATION; CLASSIFICATION TECHNIQUE; CREDIT RISKS; CREDIT SCORING; CREDIT SCORING MODEL; CROSS VALIDATION; CUSTOMER CREDITS; ENSEMBLE CLASSIFICATION; IID DATA; LOGISTIC REGRESSIONS; MISSING DATA; MISSING INFORMATION; NEAREST NEIGHBORS; REAL WORLD DATA; REAL-WORLD APPLICATION; RESEARCH TOPICS; ROBUST MODELS; UNBALANCED DATA;

ADAPTIVE BOOSTING; ARTIFICIAL INTELLIGENCE; CLASSIFIERS; DECISION SUPPORT SYSTEMS; DECISION TREES; IMAGE RETRIEVAL; RISK ANALYSIS; SAFETY FACTOR; SUPPORT VECTOR MACHINES;

RISK ASSESSMENT;

EID: 70349299929     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2009.03.008     Document Type: Article

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