Using Sample Selection to Improve Accuracy and Simplicity of Rules Extracted from Neural Networks for Credit Scoring Applications
暂无分享,去创建一个
[1] José Salvador Sánchez,et al. On the use of data filtering techniques for credit risk prediction with instance-based models , 2012, Expert Syst. Appl..
[2] Steven Finlay,et al. Multiple classifier architectures and their application to credit risk assessment , 2011, Eur. J. Oper. Res..
[3] Xiang Hui,et al. Credit scoring model based on selective neural network ensemble , 2011, ICNC.
[4] Bart Baesens,et al. Recursive Neural Network Rule Extraction for Data With Mixed Attributes , 2008, IEEE Transactions on Neural Networks.
[5] Kin Keung Lai,et al. An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring , 2009, Eur. J. Oper. Res..
[6] R. Palmer,et al. Introduction to the theory of neural computation , 1994, The advanced book program.
[7] Roberto Alejo,et al. Analysis of new techniques to obtain quality training sets , 2003, Pattern Recognit. Lett..
[8] Tom Fawcett,et al. An introduction to ROC analysis , 2006, Pattern Recognit. Lett..
[9] Maria Stepanova,et al. Survival Analysis Methods for Personal Loan Data , 2002, Oper. Res..
[10] Bart Baesens,et al. Rule Extraction from Minimal Neural Networks for Credit Card Screening , 2011, Int. J. Neural Syst..
[11] Stephen C. H. Leung,et al. Vertical bagging decision trees model for credit scoring , 2010, Expert Syst. Appl..
[12] Nebojsa Nikolic,et al. The application of brute force logistic regression to corporate credit scoring models: Evidence from Serbian financial statements , 2013, Expert Syst. Appl..
[13] Lutz Prechelt,et al. PROBEN 1 - a set of benchmarks and benchmarking rules for neural network training algorithms , 1994 .
[14] Brijesh Verma,et al. Relationship between Data Size, accuracy, Diversity and Clusters in Neural Network Ensembles , 2013, Int. J. Comput. Intell. Appl..
[15] Adnan Khashman,et al. Neural networks for credit risk evaluation: Investigation of different neural models and learning schemes , 2010, Expert Syst. Appl..
[16] David West,et al. Neural network ensemble strategies for financial decision applications , 2005, Comput. Oper. Res..
[17] Hussein A. Abdou,et al. Neural nets versus conventional techniques in credit scoring in Egyptian banking , 2008, Expert Syst. Appl..
[18] Ramayya Krishnan,et al. Predicting repayment of the credit card debt , 2012, Comput. Oper. Res..
[19] Mehryar Mohri,et al. AUC Optimization vs. Error Rate Minimization , 2003, NIPS.
[20] M. Boukadoum,et al. An Ensemble System Based on Hybrid EGARCH-ANN with Different Distributional Assumptions to Predict S&P 500 Intraday Volatility , 2015 .
[21] Jian Ma,et al. Two credit scoring models based on dual strategy ensemble trees , 2012, Knowl. Based Syst..
[22] John A. Bullinaria,et al. Neural network ensembles for time series forecasting , 2009, GECCO '09.
[23] Chih-Fong Tsai,et al. Using neural network ensembles for bankruptcy prediction and credit scoring , 2008, Expert Syst. Appl..
[24] Siddhartha Bhattacharyya,et al. Data mining for credit card fraud: A comparative study , 2011, Decis. Support Syst..
[25] Mohammad Ali Bagheri,et al. Forecasting crude oil price with ensemble neural networks based on different feature subsets method , 2015 .
[26] Ming-Fu Hsu,et al. Credit risk assessment and decision making by a fusion approach , 2012, Knowl. Based Syst..
[27] Z. Pawlak. Rough Sets: Theoretical Aspects of Reasoning about Data , 1991 .
[28] Jian Ma,et al. Study of corporate credit risk prediction based on integrating boosting and random subspace , 2011, Expert Syst. Appl..
[29] Johan A. K. Suykens,et al. Benchmarking state-of-the-art classification algorithms for credit scoring , 2003, J. Oper. Res. Soc..
[30] Kyoung-jae Kim,et al. A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach , 2012, Comput. Oper. Res..
[31] David West,et al. Neural network credit scoring models , 2000, Comput. Oper. Res..
[32] Germano C. Vasconcelos,et al. MLP ensembles improve long term prediction accuracy over single networks , 2011 .
[33] Rudy Setiono,et al. A note on knowledge discovery using neural networks and its application to credit card screening , 2009, Eur. J. Oper. Res..
[34] K. Lai,et al. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm , 2008 .
[35] J. Ross Quinlan,et al. C4.5: Programs for Machine Learning , 1992 .
[36] John E. Dennis,et al. Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.
[37] Roberto Battiti,et al. First- and Second-Order Methods for Learning: Between Steepest Descent and Newton's Method , 1992, Neural Computation.
[38] Lars Kai Hansen,et al. Neural Network Ensembles , 1990, IEEE Trans. Pattern Anal. Mach. Intell..
[39] Francisco Louzada,et al. On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data , 2012, Expert Syst. Appl..