A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function
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Title
A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function
Authors
Keywords
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Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 202, Issue -, Pages 117233
Publisher
Elsevier BV
Online
2022-04-13
DOI
10.1016/j.eswa.2022.117233
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