Three local search-based methods for feature selection in credit scoring
Abstract Credit scoring is a crucial problem in both finance and banking. In this paper, we tackle credit scoring as a classification problem where three local search-based methods are studied for feature selection. The feature selection is an interesting technique that can be launched before the da...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
World Scientific Publishing
2018-05-01
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Series: | Vietnam Journal of Computer Science |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1007/s40595-018-0107-y |