Cost-sensitive Global Model Trees applied to loan charge-off forecasting

Published 2015 View Full Article

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Title
Cost-sensitive Global Model Trees applied to loan charge-off forecasting
Authors
Keywords
Cost-sensitive regression, Model trees, Evolutionary algorithms, Asymmetric costs, Loan charge-off forecasting
Journal
DECISION SUPPORT SYSTEMS
Volume 74, Issue -, Pages 57-66
Publisher
Elsevier BV
Online
2015-04-11
DOI
10.1016/j.dss.2015.03.009

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