Large Unbalanced Credit Scoring Using Lasso-Logistic Regression Ensemble

Recently, various ensemble learning methods with different base classifiers have been proposed for credit scoring problems. However, for various reasons, there has been little research using logistic regression as the base classifier. In this paper, given large unbalanced data, we consider the plaus...

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Bibliographic Details
Main Authors: Wang, Hong, Xu, Qingsong, Zhou, Lifeng
Format: Online
Language:English
Published: Public Library of Science 2015
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4338292/