Sparse multi-criteria optimization classifier for credit risk evaluation - Zhang, Zhiwang; He, Jing; Gao, Guangxia; Tian, Yingjie (Soft computing (Berlin, Germany), 2019)
Keywords: Accuracy; Algorithms; Artificial Intelligence; Classification; Classifiers; Computational Intelligence; Control; Credit risk; Credit scoring; Data mining; Datasets; Decision making; Decision trees; Efficiency; Engineering; Feature selection; Linear programming; Mathematical Logic and Foundations; Mechatronics; Methodologies and Application; Multiple criterion; Neural networks; Nonlinear programming; Optimization; Optimization techniques; Performance prediction; Proteins; Regression analysis; Regularization; Regularization methods; Risk assessment; Robotics; Semantics; Support vector machines; Kernel function; Multi-criteria optimization; Feature sparsification; Credit risk; Classification