Combining feature selection and classification using LASSO-based MCO classifier for credit risk evaluation
Xiufang Li, Zhiwang Zhang, Lingyun Li, Hui Pan
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Xiufang ; Zhang, Zhiwang ; Li, Lingyun ; Pan, Hui |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 5, p. 2641-2662
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| Subject: | Classification | Credit risk evaluation | Feature selection | Kernel function | LASSO-based MCOC | Kreditrisiko | Credit risk | Klassifikation | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10535-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144042