A hybrid feature selection method for credit scoring

Reliable credit scoring models played a very important role of retail banks to evaluate credit applications and it has been widely studied. The main objective of this paper is to build a hybrid credit scoring model using feature selection approach. In this study, we constructed a credit scoring mode...

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Autors principals: Sang Ha Van, Nam Nguyen Ha, Hien Nguyen Thi Bao
Format: Artigo
Idioma:Inglês
Publicat: European Alliance for Innovation (EAI) 2017-03-01
Col·lecció:EAI Endorsed Transactions on Context-aware Systems and Applications
Matèries:
Credit risk
Credit scoring
Hybrid Feature selection
GBM
RFE
Information Values
and Machine learning
Accés en línia:http://eudl.eu/doi/10.4108/eai.6-3-2017.152335
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