A novel profit-based validity index approach for feature selection in credit risk prediction

A novel profit-based validity index approach for feature selection in credit risk prediction

Establishing a reasonable and effective feature system is the basis of credit risk early warning. Whether the system design is appropriate directly determines the accuracy of the credit risk evaluation results. In this paper, we proposed a feature system through a validity index with maximum discrim...

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Bibliographic Details
Main Authors: Meng Pang, Zhe Li
Format: Article
Language:English
Published: AIMS Press 2024-01-01
Series:AIMS Mathematics
Subjects:
credit risk
validity index
feature combination
feature weights
loan profit
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2024049?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2024049?viewType=HTML

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