An experimental comparison of classification algorithms for imbalanced credit scoring data sets

Expert Systems with Applications

Volumn 39, Issue 3, 2012, Pages 3446-3453

  Brown, Iain ^a   Mues, Christophe ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Benchmarking; Classification; Credit scoring; Imbalanced datasets

Indexed keywords

C4.5 DECISION TREE ALGORITHM; CLASS IMBALANCE; CLASSIFICATION ALGORITHM; CLASSIFICATION TECHNIQUE; CREDIT SCORING; DATA SETS; EMPIRICAL STUDIES; EXPERIMENTAL COMPARISON; GRADIENT BOOSTING; IMBALANCED DATA-SETS; K-NEAREST NEIGHBOURS; LARGE CLASS; LEAST SQUARE SUPPORT VECTOR MACHINES; LOAN DEFAULT; LOGISTIC REGRESSIONS; PERFORMANCE CRITERION; PREDICTIVE POWER; QUADRATIC DISCRIMINANT ANALYSIS; RANDOM FORESTS; RECEIVER OPERATING CHARACTERISTIC CURVES; UNDER-SAMPLING;

ALGORITHMS; DISCRIMINANT ANALYSIS; NEURAL NETWORKS; PLANT EXTRACTS; SUPPORT VECTOR MACHINES;

DECISION TREES;

EID: 80255133264     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.09.033     Document Type: Article

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