Cost-based feature selection for Support Vector Machines : an application in credit scoring
Year of publication: |
1 September 2017
|
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Authors: | Maldonado, Sebastián ; Pérez, Juan ; Bravo, Cristián |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 261.2017, 2 (1.9.), p. 656-665
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Subject: | Analytics | Feature selection | Support Vector Machines | Mixed-integer programming | Credit scoring | Kreditwürdigkeit | Credit rating | Mustererkennung | Pattern recognition | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence |
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