Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal

Title
Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal
Authors
Keywords
Ensemble strategies, Credit scoring, Decision forests, Diversity, Gradient boosting, Random forests
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 42, Issue 13, Pages 5737-5753
Publisher
Elsevier BV
Online
2015-03-05
DOI
10.1016/j.eswa.2015.02.042

Ask authors/readers for more resources

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now