Cost-sensitive business failure prediction when misclassification costs are uncertain : a heterogeneous ensemble selection approach
Year of publication: |
2020
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Authors: | De Bock, Koen W. ; Coussement, Kristof ; Lessmann, Stefan |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 2 (1.9.), p. 612-630
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Subject: | Business failure prediction | Cost-sensitive learning | Ensemble selection | Cost uncertainty | Multicriteria optimization | NSGA-II | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Risiko | Risk | Lernprozess | Learning process |
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