Hyperparameters tuning of random forest with harmony search in credit scoring

Hyperparameters tuning of random forest with harmony search in credit scoring

Correct identification of defaulters and non-defaulters in the lending industry is a crucial task for financial institutions. Credit scoring is a tool utilized for credit granting decisions. Recently, Random Forest (RF) is actively researched in credit scoring due to two main benefits, i.e. non-para...

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Bibliographic Details
Main Authors: Goh, Rui Ying, Lee, Lai Soon, Adam, Mohd. Bakri
Format: Article
Language:English
Published: Academy of Sciences Malaysia 2019
Online Access:http://psasir.upm.edu.my/id/eprint/80123/
http://psasir.upm.edu.my/id/eprint/80123/1/Hyperparameters%20tuning%20of%20random%20forest%20with%20harmony%20search%20in%20credit%20scoring.pdf

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