相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。The value of big data for credit scoring: Enhancing financial inclusion using mobile phone data and social network analytics
Maria Oskarsdottir et al.
APPLIED SOFT COMPUTING (2019)
Interpreting tree ensembles with inTrees
Houtao Deng
INTERNATIONAL JOURNAL OF DATA SCIENCE AND ANALYTICS (2019)
A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees
Arno De Caigny et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2018)
Loss functions for Loss Given Default model comparison
Christophe Hurlin et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2018)
penalized: A MATLAB Toolbox for Fitting Generalized Linear Models with Penalties
William McIlhagga
JOURNAL OF STATISTICAL SOFTWARE (2016)
Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research
Stefan Lessmann et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2015)
Development and application of consumer credit scoring models using profit-based V classification measures
Thomas Verbraken et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2014)
An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data
Soner Akkoc
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2012)
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods
Bertrand Candelon et al.
IMF ECONOMIC REVIEW (2012)
Multiple classifier architectures and their application to credit risk assessment
Steven Finlay
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2011)
Subagging for credit scoring models
Giuseppe Paleologo et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2010)
Regularization Paths for Generalized Linear Models via Coordinate Descent
Jerome Friedman et al.
JOURNAL OF STATISTICAL SOFTWARE (2010)
Decompositional Rule Extraction from Support Vector Machines by Active Learning
David Martens et al.
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING (2009)
Recursive neural network rule extraction for data with mixed attributes
Rudy Setiono et al.
IEEE TRANSACTIONS ON NEURAL NETWORKS (2008)
Adaptive lasso for Cox's proportional hazards model
Hao Helen Zhang et al.
BIOMETRIKA (2007)
L-1-regularization path algorithm for generalized linear models
Mee Young Park et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2007)
The adaptive lasso and its oracle properties
Hui Zou
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2006)
Cost-sensitive learning and decision making revisited
S Viaene et al.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2005)
Good practice in retail credit scorecard assessment
DJ Hand
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (2005)
Logistic model trees
N Landwehr et al.
MACHINE LEARNING (2005)
Regularization and variable selection via the elastic net
H Zou et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2005)
LOTUS: An algorithm for building accurate and comprehensible logistic regression trees
KY Chan et al.
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS (2004)
Benchmarking state-of-the-art classification algorithms for credit scoring
B Baesens et al.
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (2003)
Variable selection via nonconcave penalized likelihood and its oracle properties
JQ Fan et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2001)
A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers
LC Thomas
INTERNATIONAL JOURNAL OF FORECASTING (2000)
Neural network credit scoring models
D West
COMPUTERS & OPERATIONS RESEARCH (2000)