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Genetic algorithm-based heuristic for feature selection in credit risk assessment (CROSBI ID 195214)

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Oreški, Stjepan ; Oreški, Goran Genetic algorithm-based heuristic for feature selection in credit risk assessment // Expert systems with applications, 41 (2014), 4/Part 2; 2052-2064. doi: 10.1016/j.eswa.2013.09.004

Podaci o odgovornosti

Oreški, Stjepan ; Oreški, Goran

engleski

Genetic algorithm-based heuristic for feature selection in credit risk assessment

In this paper, an advanced novel heuristic algorithm is presented, the hybrid genetic algorithm with neural networks (HGA-NN), which is used to identify an optimum feature subset and to increase the classification accuracy and scalability in credit risk assessment. This algorithm is based on the following basic hypothesis: the high-dimensional input feature space can be preliminarily restricted to only the important features. In this preliminary restriction, fast algorithms for feature ranking and earlier experience are used. Additionally, enhancements are made in the creation of the initial population, as well as by introducing an incremental stage in the genetic algorithm. The performances of the proposed HGA-NN classifier are evaluated using a real-world credit dataset that is collected at a Croatian bank, and the findings are further validated on another real-world credit dataset that is selected in a UCI database. The classification accuracy is compared with that presented in the literature. Experimental results that were achieved using the proposed novel HGA-NN classifier are promising for feature selection and classification in retail credit risk assessment and indicate that the HGA-NN classifier is a promising addition to existing data mining techniques.

artificial intelligence ; genetic algorithms ; classification ; credit risk assessment ; incremental feature selection ; neural network

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Podaci o izdanju

41 (4/Part 2)

2014.

2052-2064

objavljeno

0957-4174

10.1016/j.eswa.2013.09.004

Povezanost rada

Računarstvo, Ekonomija, Informacijske i komunikacijske znanosti

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