Multiple objective metaheuristics for feature selection based on stakeholder requirements in credit scoring

Enhancing Credit Scoring with Alternative Data

(2020) Viani B. Djeundje et al.   EXPERT SYSTEMS WITH APPLICATIONS

Performance indicators in multiobjective optimization

(2020) Charles Audet et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A multi-objective approach for profit-driven feature selection in credit scoring

(2019) Nikita Kozodoi et al.   DECISION SUPPORT SYSTEMS

Binary Grasshopper Optimisation Algorithm Approaches for Feature Selection Problems

(2018) Majdi Mafarja et al.   EXPERT SYSTEMS WITH APPLICATIONS

The value of big data for credit scoring: Enhancing financial inclusion using mobile phone data and social network analytics

(2018) María Óskarsdóttir et al.   APPLIED SOFT COMPUTING

Cost-based feature selection for Support Vector Machines: An application in credit scoring

(2017) Sebastián Maldonado et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

NSABC: Non-dominated sorting based multi-objective artificial bee colony algorithm and its application in data clustering

(2016) Avadh Kishor et al.   NEUROCOMPUTING

Many-Objective Evolutionary Algorithms

(2015) Bingdong Li et al.   ACM COMPUTING SURVEYS

Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research

(2015) Stefan Lessmann et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Development and application of consumer credit scoring models using profit-based classification measures

(2014) Thomas Verbraken et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Credit scoring models for the microfinance industry using neural networks: Evidence from Peru

(2012) Antonio Blanco et al.   EXPERT SYSTEMS WITH APPLICATIONS

Regression shrinkage and selection via the lasso: a retrospective

(2011) Robert Tibshirani   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY