Feature selection in credit risk modeling : an international evidence
Year of publication: |
2021
|
---|---|
Authors: | Zhou, Ying ; Uddin, Mohammad S. ; Habib, Tabassum ; Chi, Guotai ; Yuan, Kunpeng |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 34.2021, 1,3, p. 3064-3091
|
Subject: | Credit risk | feature selection | least absolute shrinkage and selection operator | support vector machines | Kreditrisiko | Mustererkennung | Pattern recognition | Kreditwürdigkeit | Credit rating | Theorie | Theory |
-
Dellepiane, Umberto, (2015)
-
Credit risk prediction using support vector machines
Trustorff, Jan-Henning, (2011)
-
Predicting hospitality firm failure : mixed sample modelling
Li, Hui, (2017)
- More ...
-
Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach
Uddin, Mohammad S., (2022)
-
An alternative statistical framework for credit default prediction
Uddin, Mohammad S., (2020)
-
A hybrid model for credit risk assessment : empirical validation by real-world credit data
Chi, Guotai, (2020)
- More ...