Title
Model Builder for Predictive Analytics & Fair Isaac's approach to KDD Cup 2003
Abstract
Fair Isaac tackled the third task of KDD Cup 2003 using a predictive modeling approach that leveraged citation graphs, text mining, custom variable creation and linear regression. The core tools we used were embedded in our Model Builder for Predictive Analytics (MBPA) product that makes commercially available a broad set of previously proprietary methodologies used by Fair Isaac for predictive scoring systems such as credit risk and credit card fraud. This short paper reviews the KDD cup problem our approach, and the toolset. We analyze the predictive variables in the model, the main sources of prediction errors, and the steps that could be taken to alleviate such errors in future work.
Year
DOI
Venue
2003
10.1145/980972.980998
SIGKDD Explorations
Keywords
Field
DocType
kdd cup,credit card fraud,predictive modeling approach,model builder,kdd cup problem,predictive variable,fair isaac,predictive scoring system,predictive analytics,credit risk,text mining,prediction error,prediction model,linear regression
Data mining,Graph,Credit card fraud,Predictive variables,Predictive analytics,Computer science,Citation,Artificial intelligence,Machine learning,Credit risk
Journal
Volume
Issue
Citations 
5
2
0
PageRank 
References 
Authors
0.34
1
6
Name
Order
Citations
PageRank
Joel Carleton11811.60
Daragh Hartnett200.34
Joseph Milana300.34
Michinari Momma414616.77
Joseph Sirosh512520.65
Gabriela Surpi600.34