Can machine learning paradigm improve attribute noise problem in credit risk classification?
Tài liệu tham khảo
Altman, 1968, Financial ratios, discriminant analysis and the prediction of corporate bankruptcy, The Journal of Finance, 23, 589, 10.1111/j.1540-6261.1968.tb00843.x
Chen, 2017, Option pricing under the double exponential jump-diffusion model with stochastic volatility and interest rate, Journal of Management Science and Engineering, 2, 252, 10.3724/SP.J.1383.204012
Cho, 2002, Exploring features and classifiers to classify gene expression profiles of acute leukemia, International Journal of Pattern Recognition and Artificial Intelligence, 16, 831, 10.1142/S0218001402002015
Fahlman, 1983
Fang, 2017, Noise-aware localization algorithms for wireless sensor networks based on multidimensional scaling and adaptive Kalman filtering, Computer Communications, 101, 57, 10.1016/j.comcom.2016.10.011
Feder, 1977, A study of debt servicing capacity applying logit analysis, Journal of Development Economics, 4, 25, 10.1016/0304-3878(77)90004-9
Florez-Lopez, 2010, Effects of missing data in credit risk scoring: A comparative analysis of methods to achieve robustness in the absence of sufficient data, Journal of the Operational Research Society, 61, 486, 10.1057/jors.2009.66
Grablowsky, 1981, Probit and discriminant functions for classifying credit applicants: A comparison, Journal of Economics and Business, 33, 254
Henley, 1997, Construction of a k-nearest-neighbour credit-scoring system, IMA Journal of Mathematics Applied in Business and Industry, 8, 305
Huang, 2007, Credit scoring with a data mining approach based on support vector machines, Expert Systems with Applications, 33, 847, 10.1016/j.eswa.2006.07.007
Jacobs, 2018, A comparison of methodologies in the stress testing of credit risk – alternative scenario and dependency constructs, Quantitative Finance and Economics, 2, 294, 10.3934/QFE.2018.2.294
Jiang, 2012, KPCA denoising and its application in machinery fault diagnosis, Applied Mechanics and Materials, 103, 274, 10.4028/www.scientific.net/AMM.103.274
Kim, 2008, Noise filtering method for color images based on LDA and nonlinear diffusion
Kou, 2005, Discovering credit cardholders’ behavior by multiple criteria linear programming, Annals of Operations Research, 135, 261, 10.1007/s10479-005-6245-5
Kumar, 2009, Artificial neural network vs linear discriminant analysis in credit ratings forecast, Review of Accounting and Finance, 5, 216
Lai, 2006, Credit risk evaluation with least square support vector machine, Lecture Notes in Artificial Intelligence, 4062, 490
Li, 2019, Government involvement in banking systems and economic growth: A comparison across countries, Economic and Political Studies, 7, 35, 10.1080/20954816.2018.1558981
Madey, 1988, Credit evaluation with missing data fields, Neural Networks, 1, 456, 10.1016/0893-6080(88)90480-7
Mannino, 2009, Classification algorithm sensitivity to training data with non representative attribute noise, Decision Support Systems, 46, 743, 10.1016/j.dss.2008.11.021
Marcus, 2001, Ordinal association rules for error identification in data sets
Palaniappan, 2002
Smolensky, 1986
Sukharev, 2020, Financial and non-financial investments: Comparative econometric analysis of the impact on economic dynamics, Quantitative Finance and Economics, 4, 382, 10.3934/QFE.2020018
Sutter, 2002, Low-power FSMs in FPGA: Encoding alternatives, 363
Torgerson, 1958
Twala, 2013, Impact of noise on credit risk prediction: Does data quality really matter?, Intelligent Data Analysis, 17, 1115, 10.3233/IDA-130623
Uğuz, 2011, A two-stage feature selection method for text categorization by using information gain, principal component analysis and genetic algorithm, Knowledge-Based Systems, 24, 1024, 10.1016/j.knosys.2011.04.014
Werner, 2016, A lost century in economics: Three theories of banking and the conclusive evidence, International Review of Financial Analysis, 46, 361, 10.1016/j.irfa.2015.08.014
West, 2000, Neural network credit scoring models, Computers & Operations Research, 27, 1131, 10.1016/S0305-0548(99)00149-5
Xu, 2018, Risk assessment of China’s belt and Road initiative’s sustainable investing: A data envelopment analysis approach, Economic and Political Studies, 6, 319, 10.1080/20954816.2018.1498991
Yu, 2016, A novel multistage deep belief network based extreme learning machine ensemble learning paradigm for credit risk assessment, Flexible Services and Manufacturing Journal, 28, 576, 10.1007/s10696-015-9226-2
Yu, 2011, Credit risk evaluation using a weighted least squares SVM classifier with design of experiment for parameter selection, Expert Systems with Applications, 38, 15392, 10.1016/j.eswa.2011.06.023
Yu, 2018, A DBN-based resampling SVM ensemble learning paradigm for credit classification with imbalanced data, Applied Soft Computing, 69, 192, 10.1016/j.asoc.2018.04.049
Zhang, 2001, Thresholding neural network for adaptive noise reduction, IEEE Transactions on Neural Networks, 12, 567, 10.1109/72.925559
Zhang, 1999, Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis, European Journal of Operational Research, 116, 16, 10.1016/S0377-2217(98)00051-4
Zhu, 2007, Wrapper–filter feature selection algorithm using a memetic framework, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 37, 70, 10.1109/TSMCB.2006.883267
Zhu, 2004, Class noise vs. attribute noise: A quantitative study, Artificial Intelligence Review, 22, 177, 10.1007/s10462-004-0751-8
