An insight into the experimental design for credit risk and corporate bankruptcy prediction systems

A System of Insolvency Prediction for industrial companies using a financial alternative model with neural networks

(2013) A. M. Callejón et al.   International Journal of Computational Intelligence Systems

Assessing the Performance of Classification Methods

(2013) David J. Hand   INTERNATIONAL STATISTICAL REVIEW

Performance of corporate bankruptcy prediction models on imbalanced dataset: The effect of sampling methods

(2013) Ligang Zhou   KNOWLEDGE-BASED SYSTEMS

Credit risk estimation using payment history data: a comparative study of Turkish retail stores

(2012) Mehmet Baha Karan et al.   Central European Journal of Operations Research

Partial Least Square Discriminant Analysis for bankruptcy prediction

(2012) Carlos Serrano-Cinca et al.   DECISION SUPPORT SYSTEMS

Resampling Methods for Meta-Model Validation with Recommendations for Evolutionary Computation

(2012) B. Bischl et al.   EVOLUTIONARY COMPUTATION

Significance tests or confidence intervals: which are preferable for the comparison of classifiers?

(2012) Daniel Berrar et al.   JOURNAL OF EXPERIMENTAL & THEORETICAL ARTIFICIAL INTELLIGENCE

Adaptive consumer credit classification

(2012) N G Pavlidis et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

On the suitability of resampling techniques for the class imbalance problem in credit scoring

(2012) A I Marqués et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

An experimental comparison of classification algorithms for imbalanced credit scoring data sets

(2011) Iain Brown et al.   EXPERT SYSTEMS WITH APPLICATIONS

Principal component case-based reasoning ensemble for business failure prediction

(2011) Hui Li et al.   INFORMATION & MANAGEMENT

A PROMETHEE-based classification method using concordance and discordance relations and its application to bankruptcy prediction

(2011) Yi-Chung Hu et al.   INFORMATION SCIENCES

A hybrid ANFIS model for business failure prediction utilizing particle swarm optimization and subtractive clustering

(2011) Mu-Yen Chen   INFORMATION SCIENCES

A time-dependent proportional hazards survival model for credit risk analysis

(2011) J-K Im et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Two credit scoring models based on dual strategy ensemble trees

(2011) Gang Wang et al.   KNOWLEDGE-BASED SYSTEMS

Simple instance selection for bankruptcy prediction

(2011) Chih-Fong Tsai et al.   KNOWLEDGE-BASED SYSTEMS

An empirical study of classification algorithm evaluation for financial risk prediction

(2010) Yi Peng et al.   APPLIED SOFT COMPUTING

Multiple classifier architectures and their application to credit risk assessment

(2010) Steven Finlay   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Vertical bagging decision trees model for credit scoring

(2010) Defu Zhang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Neural networks for credit risk evaluation: Investigation of different neural models and learning schemes

(2010) Adnan Khashman   EXPERT SYSTEMS WITH APPLICATIONS

Credit risk evaluation with kernel-based affine subspace nearest points learning method

(2010) Xiaofei Zhou et al.   EXPERT SYSTEMS WITH APPLICATIONS

Constructing credit auditing and control & management model with data mining technique

(2010) S.C. Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

A comparative assessment of ensemble learning for credit scoring

(2010) Gang Wang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Failure prediction of dotcom companies using neural network–genetic programming hybrids

(2010) P. Ravisankar et al.   INFORMATION SCIENCES

From linear to non-linear kernel based classifiers for bankruptcy prediction

(2010) Tony Van Gestel et al.   NEUROCOMPUTING

Credit rating by hybrid machine learning techniques

(2009) Chih-Fong Tsai et al.   APPLIED SOFT COMPUTING

Optimal Threshold from ROC and CAP Curves

(2009) Chong Sun Hong   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Subagging for credit scoring models

(2009) Giuseppe Paleologo et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Multiple classifier application to credit risk assessment

(2009) Bhekisipho Twala   EXPERT SYSTEMS WITH APPLICATIONS

A hybrid approach based on the combination of variable selection using decision trees and case-based reasoning using the Mahalanobis distance: For bankruptcy prediction

(2009) Sungbin Cho et al.   EXPERT SYSTEMS WITH APPLICATIONS

Comparing four bankruptcy prediction models: Logit, quadratic interval logit, neural and fuzzy neural networks

(2009) Fang-Mei Tseng et al.   EXPERT SYSTEMS WITH APPLICATIONS

Combination of feature selection approaches with SVM in credit scoring

(2009) Fei-Long Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

Advanced nonparametric tests for multiple comparisons in the design of experiments in computational intelligence and data mining: Experimental analysis of power

(2009) Salvador García et al.   INFORMATION SCIENCES

Assessing naïve Bayes as a method for screening credit applicants

(2009) A. C. Antonakis et al.   JOURNAL OF APPLIED STATISTICS

Effects of missing data in credit risk scoring. A comparative analysis of methods to achieve robustness in the absence of sufficient data

(2009) R Florez-Lopez   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Measuring classifier performance: a coherent alternative to the area under the ROC curve

(2009) David J. Hand   MACHINE LEARNING

Bankruptcy prediction modeling with hybrid case-based reasoning and genetic algorithms approach

(2008) Hyunchul Ahn et al.   APPLIED SOFT COMPUTING

A Multi-criteria Convex Quadratic Programming model for credit data analysis

(2008) Yi Peng et al.   DECISION SUPPORT SYSTEMS

Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks

(2008) Esteban Alfaro et al.   DECISION SUPPORT SYSTEMS

Accuracy of machine learning models versus “hand crafted” expert systems – A credit scoring case study

(2008) Arie Ben-David et al.   EXPERT SYSTEMS WITH APPLICATIONS

Consumer credit scoring models with limited data

(2008) Maja Šušteršič et al.   EXPERT SYSTEMS WITH APPLICATIONS

Effects of feature construction on classification performance: An empirical study in bank failure prediction

(2008) Huimin Zhao et al.   EXPERT SYSTEMS WITH APPLICATIONS

Evolutionary-based feature selection approaches with new criteria for data mining: A case study of credit approval data

(2008) Chia-Ming Wang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Support vector machines for credit scoring and discovery of significant features

(2008) Tony Bellotti et al.   EXPERT SYSTEMS WITH APPLICATIONS

Mining the customer credit using hybrid support vector machine technique

(2008) Weimin Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring

(2008) Loris Nanni et al.   EXPERT SYSTEMS WITH APPLICATIONS

The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients

(2008) I-Cheng Yeh et al.   EXPERT SYSTEMS WITH APPLICATIONS

Gaussian case-based reasoning for business failure prediction with empirical data in China

(2008) Hui Li et al.   INFORMATION SCIENCES

Feature selection in bankruptcy prediction

(2008) Chih-Fong Tsai   KNOWLEDGE-BASED SYSTEMS

Credit scoring using support vector machines with direct search for parameters selection

(2008) Ligang Zhou et al.   SOFT COMPUTING

MCLP-based methods for improving “Bad” catching rate in credit cardholder behavior analysis

(2007) Aihua Li et al.   APPLIED SOFT COMPUTING

An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring

(2007) Lean Yu et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Credit risk assessment with a multistage neural network ensemble learning approach

(2007) L YU et al.   EXPERT SYSTEMS WITH APPLICATIONS

Neural nets versus conventional techniques in credit scoring in Egyptian banking

(2007) Hussein Abdou et al.   EXPERT SYSTEMS WITH APPLICATIONS

Using neural network ensembles for bankruptcy prediction and credit scoring

(2007) C TSAI et al.   EXPERT SYSTEMS WITH APPLICATIONS