Comparative study on class imbalance learning for credit scoring

被引:3
|
作者
Yao, Ping [1 ]
机构
[1] Heilongjiang Inst Sci & Technol, Sch Econ & Management, Harbin 150027, Peoples R China
关键词
class imbalance learning; credit scoring; C4.5; SVM; Rough Set; weighted C4.5; weighted SVM; weight Rough Set;
D O I
10.1109/HIS.2009.133
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper performs systematic comparative studies on weighted methods including weight C4.5, weighted SVM and weighted rough set with traditional C4.5, SVM and rough set for credit scoring. The experiments show that the weighted methods outperform to the traditional methods when the methods are sensitive to the class distribution.
引用
收藏
页码:105 / 107
页数:3
相关论文
共 50 条
  • [21] Quantum Machine Learning for Credit Scoring
    Schetakis, Nikolaos
    Aghamalyan, Davit
    Boguslavsky, Michael
    Rees, Agnieszka
    Rakotomalala, Marc
    Griffin, Paul Robert
    MATHEMATICS, 2024, 12 (09)
  • [22] Transfer Learning Based Credit Scoring
    Wei, Qiancheng
    Liu, Ying
    Wu, Kaichao
    PROCEEDINGS OF THE 2021 IEEE 24TH INTERNATIONAL CONFERENCE ON COMPUTER SUPPORTED COOPERATIVE WORK IN DESIGN (CSCWD), 2021, : 1251 - 1255
  • [23] An Ensemble Learning Method Based on One-Class and Binary Classification for Credit Scoring
    Zhang, Zaimei
    Yuan, Yujie
    Liu, Yan
    JOURNAL OF CIRCUITS SYSTEMS AND COMPUTERS, 2023, 32 (15)
  • [24] A novel ensemble method for credit scoring: Adaption of different imbalance ratios
    He, Hongliang
    Zhang, Wenyu
    Zhang, Shuai
    EXPERT SYSTEMS WITH APPLICATIONS, 2018, 98 : 105 - 117
  • [25] A comparative study of the class imbalance problem in Twitter spam detection
    Li, Chaoliang
    Liu, Shigang
    CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2018, 30 (05):
  • [26] A COMPARATIVE STUDY OF DATA MINING METHODS IN CONSUMER LOANS CREDIT SCORING MANAGEMENT
    Xiao, Wenbing
    Zhao, Qian
    Fei, Qi
    JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2006, 15 (04) : 419 - 435
  • [27] A COMPARATIVE STUDY OF DATA MINING METHODS IN CONSUMER LOANS CREDIT SCORING MANAGEMENT
    Wenbing XIAO1 Qian ZHAO 2 Qi FEI 3 1 Institute of Systems Engineering
    JournalofSystemsScienceandSystemsEngineering, 2006, (04) : 419 - 435
  • [28] A comparative study of data mining methods in consumer loans credit scoring management
    Wenbing Xiao
    Qian Zhao
    Qi Fei
    Journal of Systems Science and Systems Engineering, 2006, 15 : 419 - 435
  • [29] A Comparative Analysis of Machine Learning Methods for Class Imbalance in a Smoking Cessation Intervention
    Davagdorj, Khishigsuren
    Lee, Jong Seol
    Van Huy Pham
    Ryu, Keun Ho
    APPLIED SCIENCES-BASEL, 2020, 10 (09):
  • [30] A Systematic Study of Online Class Imbalance Learning With Concept Drift
    Wang, Shuo
    Minku, Leandro L.
    Yao, Xin
    IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2018, 29 (10) : 4802 - 4821