Name
Abstract | ||
|---|---|---|
•Novel robust classification approach using second-order cone programming.•The proposed profit-based framework incorporates variable acquisition costs explicitly.•The L-infinity norm is used for profit-driven variable elimination.•Data from a Chilean credit scoring project is collected.•Our proposal archives important gains compared with benchmark methods. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.ins.2019.05.093 | Information Sciences |
Keywords | Field | DocType |
Credit scoring,Robust optimization,Second-order cone programming,Profit metrics,Business analytics,Feature selection | Second-order cone programming,Feature selection,Robust optimization,Artificial intelligence,Interior point method,Mathematics,Machine learning | Journal |
Volume | ISSN | Citations |
500 | 0020-0255 | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Julio López | 1 | 124 | 13.49 |
| Sebastián Maldonado | 2 | 508 | 32.45 |