메뉴 건너뛰기




Volumn 39, Issue 6, 2012, Pages 6123-6128

Rough set and scatter search metaheuristic based feature selection for credit scoring

Author keywords

Credit scoring; Feature selection; Meta heuristics; Rough set; Scatter search

Indexed keywords

CASH FLOW; CLASSIFICATION ACCURACY; CLASSIFICATION METHODS; COMPUTATIONAL COSTS; CONDITIONAL ENTROPY; CREDIT MODEL; CREDIT SCORING; CREDIT SCORING MODEL; DATA SETS; FEATURE SELECTION METHODS; FINANCIAL INDUSTRY; LOGISTIC REGRESSIONS; META HEURISTICS; METAHEURISTIC; NEURAL NETWORK MODEL; OPTIMAL SOLUTIONS; REDUNDANT INFORMATIONS; ROUGH SET; SCATTER SEARCH;

EID: 84856536378     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.11.011     Document Type: Article
Times cited : (76)

References (32)
  • 1
    • 0012579787 scopus 로고    scopus 로고
    • The importance of credit scoring models in improving cash flow and collections
    • J. Brill The importance of credit scoring models in improving cash flow and collections Business Credit 1 1998 16 27
    • (1998) Business Credit , Issue.1 , pp. 16-27
    • Brill, J.1
  • 3
    • 84989487658 scopus 로고
    • Heuristics for integer programming using surrogate constraints
    • F. Glover Heuristics for integer programming using surrogate constraints Decision Sciences 8 1 1977 156 166
    • (1977) Decision Sciences , vol.8 , Issue.1 , pp. 156-166
    • Glover, F.1
  • 4
    • 0002267257 scopus 로고    scopus 로고
    • A template for scatter search and path relinking
    • J.-K. Hao, E. Lutton, E. Ronald, M. Schoenauer, D. Snyers, Lecture notes in computer science Springer
    • F. Glover A template for scatter search and path relinking J.-K. Hao, E. Lutton, E. Ronald, M. Schoenauer, D. Snyers, Artificial evolution Lecture notes in computer science 1363 1998 Springer 125 137
    • (1998) Artificial Evolution , vol.1363 , pp. 125-137
    • Glover, F.1
  • 6
    • 25444452075 scopus 로고    scopus 로고
    • Scatter search and path relinking: Advances and applications
    • F. Glover, G.A. Kochenberger, Kluwer Academic Publishers Boston
    • F. Glover, M. Laguna, and R. Mart Scatter search and path relinking: Advances and applications F. Glover, G.A. Kochenberger, Handbook of metaheuristics 2003 Kluwer Academic Publishers Boston 1 5
    • (2003) Handbook of Metaheuristics , pp. 1-5
    • Glover, F.1    Laguna, M.2    Mart, R.3
  • 7
    • 42549128276 scopus 로고    scopus 로고
    • Tabu search for attribute reduction in rough set theory
    • DOI 10.1007/s00500-007-0260-1
    • A. Hedar, J. Wang, and M. Fukushima Tabu search for attribute reduction in rough set theory Soft Computing 12 2008 909 918 (Pubitemid 351577724)
    • (2008) Soft Computing , vol.12 , Issue.9 , pp. 909-918
    • Hedar, A.-R.1    Wang, J.2    Fukushima, M.3
  • 9
    • 1542603058 scopus 로고    scopus 로고
    • A k-nearest neighbor classifier for assessing consumer credit risk
    • W.E. Henley, and D.J. Hand A k-nearest neighbor classifier for assessing consumer credit risk Statistician 44 1 1996 C77 C95
    • (1996) Statistician , vol.44 , Issue.1
    • Henley, W.E.1    Hand, D.J.2
  • 10
    • 2442665617 scopus 로고    scopus 로고
    • Credit rating analysis with support vector machines and neural networks: A market comparative study
    • Z. Huang, H. Chen, C.-J. Hsu, W.-H. Chen, and S. Wu Credit rating analysis with support vector machines and neural networks: A market comparative study Decision Support Systems 37 4 2004 543C558
    • (2004) Decision Support Systems , vol.37 , Issue.4
    • Huang, Z.1    Chen, H.2    Hsu, C.-J.3    Chen, W.-H.4    Wu, S.5
  • 12
    • 0029305145 scopus 로고
    • Rough set reduction of attributes and their domains for neural networks
    • J. Jelonek, K. Krawiec, and R. Slowinski Rough set reduction of attributes and their domains for neural networks Computational Intelligence 11 1995 339 347
    • (1995) Computational Intelligence , vol.11 , pp. 339-347
    • Jelonek, J.1    Krawiec, K.2    Slowinski, R.3
  • 14
    • 10944249572 scopus 로고    scopus 로고
    • Semantics-preserving dimensionality reduction: Rough and fuzzy-rough-based approaches
    • DOI 10.1109/TKDE.2004.96
    • R. Jensen, and Q. Shen Semantics-preserving dimensionality reduction: rough and fuzzy-rough-based approaches IEEE Transactions on Knowledge and Data Engineering 16 12 2004 1457 1471 (Pubitemid 40010921)
    • (2004) IEEE Transactions on Knowledge and Data Engineering , vol.16 , Issue.12 , pp. 1457-1471
    • Jensen, R.1    Shen, Q.2
  • 18
    • 0036027367 scopus 로고    scopus 로고
    • Differentiating between good credits and bad credits using neuro-fuzzy systems
    • R. Malhotra, and D.K. Malhotra Differentiating between good credits and bad credits using neuro-fuzzy systems European Journal of Operational Research 136 1 2002 190C211
    • (2002) European Journal of Operational Research , vol.136 , Issue.1
    • Malhotra, R.1    Malhotra, D.K.2
  • 20
    • 0001846622 scopus 로고    scopus 로고
    • Metaheuristics: An overview
    • I.H. Osman, J.P. Kelly, Kluwer Academic Publishers Boston
    • I.H. Osman, and J.P. Kelly Metaheuristics: An overview I.H. Osman, J.P. Kelly, Meta-heuristics: Theory and applications 1996 Kluwer Academic Publishers Boston C1 C21
    • (1996) Meta-heuristics: Theory and Applications
    • Osman, I.H.1    Kelly, J.P.2
  • 21
    • 27644576584 scopus 로고    scopus 로고
    • Granular computing, rough entropy and object extraction
    • DOI 10.1016/j.patrec.2005.05.007, PII S0167865505001649
    • S.K. Pal, B. Uma Shankar, and P. Mitra Granular computing, rough entropy and object extraction Pattern Recognition Letters 26 16 2005 2509 2517 (Pubitemid 41562823)
    • (2005) Pattern Recognition Letters , vol.26 , Issue.16 , pp. 2509-2517
    • Pal, S.K.1    Uma Shankar, B.2    Mitra, P.3
  • 24
    • 42549156583 scopus 로고    scopus 로고
    • Rough set methods and applications: New developments in knowledge discovery in information systems
    • L. Polkowski, T.Y. Lin, S. Tsumoto, Physica-Verlag Berlin
    • Z. Pawlak, and A. Skowron Rough set methods and applications: New developments in knowledge discovery in information systems L. Polkowski, T.Y. Lin, S. Tsumoto, Studies in fuzziness and soft computing vol. 56 2000 Physica-Verlag Berlin
    • (2000) Studies in Fuzziness and Soft Computing , vol.56
    • Pawlak, Z.1    Skowron, A.2
  • 26
    • 0037332841 scopus 로고    scopus 로고
    • Rough set methods in feature selection and recognition
    • R.W. Swiniarski, and S. Andrzej Rough set methods in feature selection and recognition Pattern Recognition Letters 24 6 2003 C833 C849
    • (2003) Pattern Recognition Letters , vol.24 , Issue.6
    • Swiniarski, R.W.1    Andrzej, S.2
  • 27
    • 22944472699 scopus 로고    scopus 로고
    • A global search algorithm for attributes reduction
    • AI 2004: Advances in Artificial Intelligence - 17th Australian Joint Conference on Artificial Intelligence, Proceedings
    • Tan, S. (2004). A global search algorithm for attributes reduction. In Webb, G. I., & Yu, X. (Eds.), AI 2004: Advances in artificial intelligence, LNAI (Vol. 3339, pp. 1004-1010). (Pubitemid 41050428)
    • (2004) Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science) , vol.3339 , pp. 1004-1010
    • Tan, S.1
  • 29
    • 0034118581 scopus 로고    scopus 로고
    • Neural network credit scoring models
    • D. West Neural network credit scoring models Computers and Operations Research 27 11C12 2000 1131C1152
    • (2000) Computers and Operations Research , vol.27 , Issue.11 C12
    • West, D.1
  • 30
    • 84974012809 scopus 로고
    • A note on the comparison of logit and discriminant models of consumer credit behaviour
    • J.C. Wiginton A note on the comparison of logit and discriminant models of consumer credit behaviour Journal of Financial Quantitative Analysis 15 1980 C757 C770
    • (1980) Journal of Financial Quantitative Analysis , vol.15
    • Wiginton, J.C.1
  • 31
    • 0036713519 scopus 로고    scopus 로고
    • Feature extraction using rough set theory and genetic algorithms: An application for the simplification of product quality evaluation
    • L.Y. Zhai Feature extraction using rough set theory and genetic algorithms: An application for the simplification of product quality evaluation Computers & Industrial Engineering 43 2002 661 676
    • (2002) Computers & Industrial Engineering , vol.43 , pp. 661-676
    • Zhai, L.Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.