Hyperparameters tuning of random forest with harmony search in credit scoring
Correct identification of defaulters and non-defaulters in the lending industry is a crucial task for financial institutions. Credit scoring is a tool utilized for credit granting decisions. Recently, Random Forest (RF) is actively researched in credit scoring due to two main benefits, i.e. non-para...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Academy of Sciences Malaysia
2019
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/80123/1/Hyperparameters%20tuning%20of%20random%20forest%20with%20harmony%20search%20in%20credit%20scoring.pdf |