On the suitability of resampling techniques for the class imbalance problem in credit scoring

Journal of the Operational Research Society

Volumn 64, Issue 7, 2013, Pages 1060-1070

  Marques A I ^a   Garcia V ^a   Sanchez J S ^a  

^a UNIVERSITAT JAUME I   (Spain)

Author keywords

class imbalance; credit scoring; logistic regression; resampling; support vector machine

Indexed keywords

SUPPORT VECTOR MACHINES;

CLASS IMBALANCE; CLASS IMBALANCE PROBLEMS; CREDIT SCORING; LOGISTIC REGRESSIONS; RESAMPLING; RESAMPLING METHOD; RESAMPLING TECHNIQUE; UNDER-REPRESENTED;

IMPORTANCE SAMPLING;

EID: 84878929285     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2012.120     Document Type: Article

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