메뉴 건너뛰기




Volumn 37, Issue , 2014, Pages 175-183

An ensemble-based model for two-class imbalanced financial problem

Author keywords

Artificial neural network; Decision making; Ensemble learning; Imbalance class; Knowledge extraction

Indexed keywords


EID: 84889638990     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.11.013     Document Type: Article
Times cited : (34)

References (51)
  • 1
    • 78649486389 scopus 로고    scopus 로고
    • Rule extraction from support vector machines: a review
    • Barakat N., Bradley A.P. Rule extraction from support vector machines: a review. Neurocomputing 2010, 74:178-190.
    • (2010) Neurocomputing , vol.74 , pp. 178-190
    • Barakat, N.1    Bradley, A.P.2
  • 4
    • 84155195224 scopus 로고    scopus 로고
    • Classifying credit ratings for Asian banks using integrating feature selection and the CPDA-based rough sets approach
    • Chen Y.S. Classifying credit ratings for Asian banks using integrating feature selection and the CPDA-based rough sets approach. Knowl.-Based Syst. 2012, 26:259-270.
    • (2012) Knowl.-Based Syst. , vol.26 , pp. 259-270
    • Chen, Y.S.1
  • 5
    • 67349260139 scopus 로고    scopus 로고
    • Construct support vector machine ensemble to detect traffic incident
    • Chen S., Wang W., Zuylen H. Construct support vector machine ensemble to detect traffic incident. Expert Syst. Appl. 2009, 36:10976-10986.
    • (2009) Expert Syst. Appl. , vol.36 , pp. 10976-10986
    • Chen, S.1    Wang, W.2    Zuylen, H.3
  • 6
    • 77955713806 scopus 로고    scopus 로고
    • Credit risk measurement and early warning of SMEs: an empirical study of listed SMEs in China
    • Chen X., Wang X., Wu D.D. Credit risk measurement and early warning of SMEs: an empirical study of listed SMEs in China. Decis. Support. Syst. 2010, 49:301-310.
    • (2010) Decis. Support. Syst. , vol.49 , pp. 301-310
    • Chen, X.1    Wang, X.2    Wu, D.D.3
  • 7
    • 84859110123 scopus 로고    scopus 로고
    • Global imbalances, cross-market linkages, and the financial crisis: a multivariate Markov-switching analysis
    • Chevallier J. Global imbalances, cross-market linkages, and the financial crisis: a multivariate Markov-switching analysis. Econ. Model. 2012, 29:943-973.
    • (2012) Econ. Model. , vol.29 , pp. 943-973
    • Chevallier, J.1
  • 8
    • 58249121851 scopus 로고    scopus 로고
    • Contagion and competitive effects of plan confirmation of reorganization filings: evidence from the Taiwan Stock Market
    • Chi L.C. Contagion and competitive effects of plan confirmation of reorganization filings: evidence from the Taiwan Stock Market. Econ. Model. 2009, 26:364-369.
    • (2009) Econ. Model. , vol.26 , pp. 364-369
    • Chi, L.C.1
  • 9
    • 34250625653 scopus 로고    scopus 로고
    • Impact of reorganization announcements on distressed-stock returns
    • Chi L.C., Tang T.C. Impact of reorganization announcements on distressed-stock returns. Econ. Model. 2007, 24:749-767.
    • (2007) Econ. Model. , vol.24 , pp. 749-767
    • Chi, L.C.1    Tang, T.C.2
  • 11
    • 84859213527 scopus 로고    scopus 로고
    • Preprocessing unbalanced data using support vector machine
    • Farquad M.A.H., Bose I. Preprocessing unbalanced data using support vector machine. Decis. Support. Syst. 2012, 53:226-233.
    • (2012) Decis. Support. Syst. , vol.53 , pp. 226-233
    • Farquad, M.A.H.1    Bose, I.2
  • 12
    • 0000764772 scopus 로고
    • The use of multiple measurements in taxonomic problems
    • Fisher R. The use of multiple measurements in taxonomic problems. Ann. Eugen. 1936, 7:179-188.
    • (1936) Ann. Eugen. , vol.7 , pp. 179-188
    • Fisher, R.1
  • 13
    • 80052414830 scopus 로고    scopus 로고
    • Evolutionary-based selection of generalized instances for imbalanced classification
    • Garcia S., Derrac J., Triguero I., Carmona C.J., Herrera F. Evolutionary-based selection of generalized instances for imbalanced classification. Knowl.-Based Syst. 2012, 25:3-12.
    • (2012) Knowl.-Based Syst. , vol.25 , pp. 3-12
    • Garcia, S.1    Derrac, J.2    Triguero, I.3    Carmona, C.J.4    Herrera, F.5
  • 14
    • 84985847276 scopus 로고
    • Improved linear programming models for discriminant analysis
    • Glover F. Improved linear programming models for discriminant analysis. Decis. Sci. 1990, 21:771-785.
    • (1990) Decis. Sci. , vol.21 , pp. 771-785
    • Glover, F.1
  • 16
    • 84859108588 scopus 로고    scopus 로고
    • South African stock return predictability in the context data mining: the role of financial variables and international stock returns
    • Gupta R., Modise M.P. South African stock return predictability in the context data mining: the role of financial variables and international stock returns. Econ. Model. 2012, 29:908-916.
    • (2012) Econ. Model. , vol.29 , pp. 908-916
    • Gupta, R.1    Modise, M.P.2
  • 17
    • 38649089174 scopus 로고    scopus 로고
    • Structure-oriented contour representation and matching for engineering shapes
    • Hou S., Ramani K. Structure-oriented contour representation and matching for engineering shapes. Comput. Aided Des. 2008, 40:94-108.
    • (2008) Comput. Aided Des. , vol.40 , pp. 94-108
    • Hou, S.1    Ramani, K.2
  • 18
    • 33845536164 scopus 로고    scopus 로고
    • The class imbalance problem: a systematic study
    • Japkowicz N., Stephen S. The class imbalance problem: a systematic study. Intell. Data Anal. 2002, 6:429-450.
    • (2002) Intell. Data Anal. , vol.6 , pp. 429-450
    • Japkowicz, N.1    Stephen, S.2
  • 19
    • 84889639017 scopus 로고    scopus 로고
    • Object-oriented feature selection of high spatial resolution images using an improved Relief algorithm
    • Jia J., Yang N., Zhang C., Yue A., Yang J., Zhu D. Object-oriented feature selection of high spatial resolution images using an improved Relief algorithm. Math. Comput. Model. 2013, 58:619-626.
    • (2013) Math. Comput. Model. , vol.58 , pp. 619-626
    • Jia, J.1    Yang, N.2    Zhang, C.3    Yue, A.4    Yang, J.5    Zhu, D.6
  • 20
    • 0035923923 scopus 로고    scopus 로고
    • Multiconcept classification of diagnostic knowledge to manufacturing systems: analysis of incomplete data with continuous-valued attributes
    • Khoo L.P., Zhai L.Y. Multiconcept classification of diagnostic knowledge to manufacturing systems: analysis of incomplete data with continuous-valued attributes. Int. J. Prod. Res. 2001, 39:3941-3957.
    • (2001) Int. J. Prod. Res. , vol.39 , pp. 3941-3957
    • Khoo, L.P.1    Zhai, L.Y.2
  • 22
    • 84861480988 scopus 로고    scopus 로고
    • Spam filtering using semantic similarity approach and adaptive BPNN
    • Li C., Huang H.X. Spam filtering using semantic similarity approach and adaptive BPNN. Neurocomputing 2012, 92:88-97.
    • (2012) Neurocomputing , vol.92 , pp. 88-97
    • Li, C.1    Huang, H.X.2
  • 23
    • 84860827820 scopus 로고    scopus 로고
    • A methodology for constructing a financial systemic stress index: an application to Greece
    • Louzis D.P., Vouldis A.T. A methodology for constructing a financial systemic stress index: an application to Greece. Econ. Model. 2012, 29:1228-1241.
    • (2012) Econ. Model. , vol.29 , pp. 1228-1241
    • Louzis, D.P.1    Vouldis, A.T.2
  • 24
    • 34447292534 scopus 로고    scopus 로고
    • Comprehensible credit scoring models using rule extraction from support vector machines
    • Martens D., Baesens B., Gestel T.V., Vanthienen J. Comprehensible credit scoring models using rule extraction from support vector machines. Eur. J. Oper. Res. 2007, 183:1466-1476.
    • (2007) Eur. J. Oper. Res. , vol.183 , pp. 1466-1476
    • Martens, D.1    Baesens, B.2    Gestel, T.V.3    Vanthienen, J.4
  • 26
    • 84856234649 scopus 로고    scopus 로고
    • Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: evidence from a financial crisis
    • Naifar N. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: evidence from a financial crisis. Econ. Model. 2012, 29:119-131.
    • (2012) Econ. Model. , vol.29 , pp. 119-131
    • Naifar, N.1
  • 28
    • 84858744806 scopus 로고    scopus 로고
    • Prediction of bank financial strength ratings: the case of Turkey
    • Öǧüt H., Doǧanay M.M., Ceylan N.B., Aktaş R. Prediction of bank financial strength ratings: the case of Turkey. Econ. Model. 2012, 29:632-640.
    • (2012) Econ. Model. , vol.29 , pp. 632-640
    • Öǧüt, H.1    Doǧanay, M.M.2    Ceylan, N.B.3    Aktaş, R.4
  • 29
    • 82255192254 scopus 로고    scopus 로고
    • Comparative analysis of data mining methods for bankruptcy prediction
    • Olson D.L., Delen D., Meng Y. Comparative analysis of data mining methods for bankruptcy prediction. Decis. Support. Syst. 2012, 52:464-473.
    • (2012) Decis. Support. Syst. , vol.52 , pp. 464-473
    • Olson, D.L.1    Delen, D.2    Meng, Y.3
  • 33
    • 0036027401 scopus 로고    scopus 로고
    • Rough sets, decision algorithms and Bayes' theorem
    • Pawlak Z. Rough sets, decision algorithms and Bayes' theorem. Eur. J. Oper. Res. 2002, 136:181-189.
    • (2002) Eur. J. Oper. Res. , vol.136 , pp. 181-189
    • Pawlak, Z.1
  • 35
    • 10444224737 scopus 로고    scopus 로고
    • Classifier selection for majority voting
    • Ruta D., Gabrys B. Classifier selection for majority voting. Inf. Fusion 2005, 6:63-81.
    • (2005) Inf. Fusion , vol.6 , pp. 63-81
    • Ruta, D.1    Gabrys, B.2
  • 36
    • 37249049641 scopus 로고    scopus 로고
    • An application of discernibility functions to generating minimal rules in non-deterministic information systems
    • Sakai H., Nakata M. An application of discernibility functions to generating minimal rules in non-deterministic information systems. J. Adv. Comput. Intell. Intell Inform. 2006, 10:695-702.
    • (2006) J. Adv. Comput. Intell. Intell Inform. , vol.10 , pp. 695-702
    • Sakai, H.1    Nakata, M.2
  • 37
    • 0024886040 scopus 로고
    • Rough classification and incomplete information system
    • Slowinski R., Stefanowski J. Rough classification and incomplete information system. Math. Comput. Model. 1989, 12:1347-1357.
    • (1989) Math. Comput. Model. , vol.12 , pp. 1347-1357
    • Slowinski, R.1    Stefanowski, J.2
  • 38
    • 0141877525 scopus 로고
    • Rule induction using information theory
    • MIT Press, G. Piatetsky-Shapiro, W. Frawley (Eds.)
    • Smyth P., Goodman R.M. Rule induction using information theory. Knowledge Discovery in Databases 1990, MIT Press. G. Piatetsky-Shapiro, W. Frawley (Eds.).
    • (1990) Knowledge Discovery in Databases
    • Smyth, P.1    Goodman, R.M.2
  • 39
    • 84861845698 scopus 로고    scopus 로고
    • Financial distress prediction using support vector machines: ensemble vs. individual
    • Sun J., Li H. Financial distress prediction using support vector machines: ensemble vs. individual. Appl. Soft Comput. 2012, 12:2254-2265.
    • (2012) Appl. Soft Comput. , vol.12 , pp. 2254-2265
    • Sun, J.1    Li, H.2
  • 40
    • 70350565063 scopus 로고    scopus 로고
    • On strategies for imbalanced text classification using SVM: a comparative study
    • Sun A., Lim E.P., Liu Y. On strategies for imbalanced text classification using SVM: a comparative study. Decis. Support. Syst. 2009, 48:191-201.
    • (2009) Decis. Support. Syst. , vol.48 , pp. 191-201
    • Sun, A.1    Lim, E.P.2    Liu, Y.3
  • 41
    • 0036565589 scopus 로고    scopus 로고
    • An instance-weighting method to induce cost-sensitive trees
    • Ting K.M. An instance-weighting method to induce cost-sensitive trees. IEEE Trans. Knowl. Data Eng. 2002, 14:659-665.
    • (2002) IEEE Trans. Knowl. Data Eng. , vol.14 , pp. 659-665
    • Ting, K.M.1
  • 43
    • 77649339427 scopus 로고    scopus 로고
    • Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
    • Vouldis A.T., Michaelides P.G., Tsionas E.G. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML. Econ. Model. 2010, 27:697-704.
    • (2010) Econ. Model. , vol.27 , pp. 697-704
    • Vouldis, A.T.1    Michaelides, P.G.2    Tsionas, E.G.3
  • 44
    • 33746881122 scopus 로고    scopus 로고
    • Rough set feature selection and rule induction for prediction of malignancy degree in brain glioma
    • Wang X., Yang J., Jensen R., Liu X. Rough set feature selection and rule induction for prediction of malignancy degree in brain glioma. Comput. Methods Prog. Biomed. 2006, 83:147-156.
    • (2006) Comput. Methods Prog. Biomed. , vol.83 , pp. 147-156
    • Wang, X.1    Yang, J.2    Jensen, R.3    Liu, X.4
  • 45
    • 33845523839 scopus 로고    scopus 로고
    • Feature selection based on rough sets and particle swarm optimization
    • Wang X., Yang J., Teng X., Xia W., Jensen R. Feature selection based on rough sets and particle swarm optimization. Pattern Recogn. Lett. 2007, 28:459-471.
    • (2007) Pattern Recogn. Lett. , vol.28 , pp. 459-471
    • Wang, X.1    Yang, J.2    Teng, X.3    Xia, W.4    Jensen, R.5
  • 46
    • 77956619458 scopus 로고    scopus 로고
    • A comparative assessment of ensemble learning for credit scoring
    • Wang G., Hao J., Ma J., Jiang H. A comparative assessment of ensemble learning for credit scoring. Expert Syst. Appl. 2011, 38:223-230.
    • (2011) Expert Syst. Appl. , vol.38 , pp. 223-230
    • Wang, G.1    Hao, J.2    Ma, J.3    Jiang, H.4
  • 47
    • 84974012809 scopus 로고
    • A note on the comparison of logit and discriminate models of consumer credit behavior
    • Wiginton J.C. A note on the comparison of logit and discriminate models of consumer credit behavior. J. Financ. Quant. Anal. 1980, 15:757-770.
    • (1980) J. Financ. Quant. Anal. , vol.15 , pp. 757-770
    • Wiginton, J.C.1
  • 48
    • 84866478887 scopus 로고    scopus 로고
    • Credit risk assessment and decision making by a fusion approach
    • Wu T.C., Hsu M.F. Credit risk assessment and decision making by a fusion approach. Knowl.-Based Syst. 2012, 35:102-110.
    • (2012) Knowl.-Based Syst. , vol.35 , pp. 102-110
    • Wu, T.C.1    Hsu, M.F.2
  • 49
    • 33845501387 scopus 로고    scopus 로고
    • 10 challenging problems in data mining research
    • Yang Q., Wu X. 10 challenging problems in data mining research. Int. J. Inf. Technol. Decis. Mak. 2006, 5:597-604.
    • (2006) Int. J. Inf. Technol. Decis. Mak. , vol.5 , pp. 597-604
    • Yang, Q.1    Wu, X.2
  • 50
    • 56949095526 scopus 로고    scopus 로고
    • Can SVM be used for automatic EEG detection of drowsiness during car driving?
    • Yeo M.V.M., Li X., Shen K., Wilder-Smith E.P.V. Can SVM be used for automatic EEG detection of drowsiness during car driving?. Saf. Sci. 2009, 47:115-124.
    • (2009) Saf. Sci. , vol.47 , pp. 115-124
    • Yeo, M.V.M.1    Li, X.2    Shen, K.3    Wilder-Smith, E.P.V.4
  • 51
    • 36148959733 scopus 로고    scopus 로고
    • Credit risk assessment with a multistage neural network ensemble learning approach
    • Yu L., Wang S., Lai K.K. Credit risk assessment with a multistage neural network ensemble learning approach. Expert Syst. Appl. 2008, 34:1434-1444.
    • (2008) Expert Syst. Appl. , vol.34 , pp. 1434-1444
    • Yu, L.1    Wang, S.2    Lai, K.K.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.