An experimental comparison of classification algorithms for imbalanced credit scoring data sets
نویسندگان
چکیده
منابع مشابه
An experimental comparison of classification algorithms for imbalanced credit scoring data sets
In this paper, we set out to compare several techniques that can be used in the analysis of imbalanced credit scoring data sets. In a credit scoring context, imbalanced data sets frequently occur as the number of defaulting loans in a portfolio is usually much lower than the number of observations that do not default. As well as using traditional classification techniques such as logistic regre...
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ژورنال
عنوان ژورنال: Expert Systems with Applications
سال: 2012
ISSN: 0957-4174
DOI: 10.1016/j.eswa.2011.09.033