Robust cost-sensitive kernel method with Blinex loss and its applications in credit risk evaluation

Multi-classifier information fusion in risk analysis

(2020) Yue Pan et al.   Information Fusion

Hybrid neural network with cost-sensitive support vector machine for class-imbalanced multimodal data

(2020) Kyung Hye Kim et al.   NEURAL NETWORKS

AGNES-SMOTE: An Oversampling Algorithm Based on Hierarchical Clustering and Improved SMOTE

(2020) Xin Wang et al.   Scientific Programming

Cost-sensitive support vector machines

(2019) Arya Iranmehr et al.   NEUROCOMPUTING

Self-adaptive cost weights-based support vector machine cost-sensitive ensemble for imbalanced data classification

(2019) Xinmin Tao et al.   INFORMATION SCIENCES

A new adaptive weighted imbalanced data classifier via improved support vector machines with high-dimension nature

(2019) Kai Qi et al.   KNOWLEDGE-BASED SYSTEMS

Cost-sensitive semi-supervised selective ensemble model for customer credit scoring

(2019) Jin Xiao et al.   KNOWLEDGE-BASED SYSTEMS

Unsupervised quadratic surface support vector machine with application to credit risk assessment

(2019) Jian Luo et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Affinity and class probability-based fuzzy support vector machine for imbalanced data sets

(2019) Xinmin Tao et al.   NEURAL NETWORKS

Predicting corporate investment/non-investment grade by using interval-valued fuzzy rule-based systems—A cross-region analysis

(2018) Petr Hajek   APPLIED SOFT COMPUTING

Imbalanced Deep Learning by Minority Class Incremental Rectification

(2018) Qi Dong et al.   IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE

Improving imbalanced learning through a heuristic oversampling method based on k-means and SMOTE

(2018) Georgios Douzas et al.   INFORMATION SCIENCES

A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method

(2018) Michalis Doumpos et al.   OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE

Credit card fraud detection strategies with consumer incentives

(2018) Deshen Wang et al.   OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE

Chunk incremental learning for cost-sensitive hinge loss support vector machine

(2018) Bin Gu et al.   PATTERN RECOGNITION

Coupling privileged kernel method for multi-view learning

(2018) Jingjing Tang et al.   INFORMATION SCIENCES

A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring

(2017) Yufei Xia et al.   EXPERT SYSTEMS WITH APPLICATIONS

A multi-kernel framework with nonparallel support vector machine

(2017) Jingjing Tang et al.   NEUROCOMPUTING

Classification of Imbalanced Data by Oversampling in Kernel Space of Support Vector Machines

(2017) Josey Mathew et al.   IEEE Transactions on Neural Networks and Learning Systems

Multiview Privileged Support Vector Machines

(2017) Jingjing Tang et al.   IEEE Transactions on Neural Networks and Learning Systems

Multi Criteria Credit Rating Model for Small Enterprise Using a Nonparametric Method

(2017) Guotai Chi et al.   Sustainability

Adaptive semi-unsupervised weighted oversampling (A-SUWO) for imbalanced datasets

(2016) Iman Nekooeimehr et al.   EXPERT SYSTEMS WITH APPLICATIONS

ODOC-ELM: Optimal decision outputs compensation-based extreme learning machine for classifying imbalanced data

(2016) Hualong Yu et al.   KNOWLEDGE-BASED SYSTEMS

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

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

Modelling LGD for unsecured retail loans using Bayesian methods

(2015) Katarzyna Bijak et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Near-Bayesian Support Vector Machines for imbalanced data classification with equal or unequal misclassification costs

(2015) Shounak Datta et al.   NEURAL NETWORKS

Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors

(2014) Zhiwang Zhang et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Classification in the Presence of Label Noise: A Survey

(2014) Benoit Frenay et al.   IEEE Transactions on Neural Networks and Learning Systems

Updating a credit-scoring model based on new attributes without realization of actual data

(2013) Yong Han Ju et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

MWMOTE--Majority Weighted Minority Oversampling Technique for Imbalanced Data Set Learning

(2012) Sukarna Barua et al.   IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING

A hybrid KMV model, random forests and rough set theory approach for credit rating

(2012) Ching-Chiang Yeh et al.   KNOWLEDGE-BASED SYSTEMS

A Review on Ensembles for the Class Imbalance Problem: Bagging-, Boosting-, and Hybrid-Based Approaches

(2011) M. Galar et al.   IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART C-APPLICATIONS AND RE

Pegasos: primal estimated sub-gradient solver for SVM

(2010) Shai Shalev-Shwartz et al.   MATHEMATICAL PROGRAMMING

Support vector machines for default prediction of SMEs based on technology credit

(2009) Hong Sik Kim et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

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

A practical approach to credit scoring

(2007) Jae H. Min et al.   EXPERT SYSTEMS WITH APPLICATIONS

Random effects model for credit rating transitions

(2006) Yoonseong Kim et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH