A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
Guotai Chi and Mohamed Abdelaziz Mandour
| Year of publication: |
2023
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|---|---|
| Authors: | Chi, Guotai ; Mandour, Mohamed Abdelaziz |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 2, p. 29-58
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| Subject: | feature selection | filter approach | wrapper approach | hybrid approach | credit risk | classification performance | Kreditrisiko | Credit risk | Theorie | Theory | Finanzdienstleistung | Financial services | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2023.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485768