Filter- versus Wrapper-based Feature Selection For credit scoring

Posted by sanghv on 07/09/2013 in Credit risk, Feature selection, Financial Risk, Machine Learning |

We address the problem of credit scoring as a classification and feature subset selection problem. Based on the current framework of sophisticated feature selection methods, we identify features that contain the most relevant information to distinguish good loan payers from bad loan payers. The feature selection methods are validated on several real world datasets with […]

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