References
- AndersonRThe Credit Scoring Toolkit2007
- BauerEKohaviRAn empirical comparison of voting classification algorithms: Bagging, boosting, and variantsMach Learn19993610513910.1023/A:1007515423169
- BlumALLangleyPSelection of relevant features and examples in machine learningArtif Intell19979724527110.1016/S0004-3702(97)00063-5
- BradleyPSMangasarianOLStreetWNFeature selection via mathematical programmingINFORMS J Comput19981020921710.1287/ijoc.10.2.209
- BreimanLBagging predictorsMach Learn199624123140
- Dash Optimization (2007). Xpress-MP, Release 2007. Dash Optimization Ltd., Leamington Spa, UK.
- FreedNGloverFA linear programming approach to the discriminant problemDecision Sci198112687410.1111/j.1540-5915.1981.tb00061.x
- FreedNGloverFSimple but powerful goal programming models for discriminant problemsEur J Opl Res19817446010.1016/0377-2217(81)90048-5
- GehrleinWVGeneral mathematical programming formulations for the statistical classification problemOpns Res Lett1986529930410.1016/0167-6377(86)90068-4
- GlenJJInteger programming methods for normalisation and variable selection in mathematical programming discriminant analysis modelsJ Opl Res Soc1999501043105310.1057/palgrave.jors.2600804
- GlenJJClassification accuracy in discriminant analysis: A mixed integer programming approachJ Opl Res Soc20015232833910.1057/palgrave.jors.2601085
- GlenJJAn iterative mixed integer programming method for classification accuracy maximizing discriminant analysisComput Opns Res20033018119810.1016/S0305-0548(01)00088-0
- GlenJJA comparison of standard and two-stage mathematical programming discriminant analysis modelsEur J Opl Res200617149651510.1016/j.ejor.2004.10.008
- GuyonIElisseeffAAn introduction to variable and feature selectionJ Mach Learn Res2003311571182
- HandDJConstruction and Assessment of Classification Rules1997
- HenleyWEHandDJConstruction of a k-nearest neighbour credit-scoring systemIMA J Math Appl Bus Ind19978305321
- HubertyCJApplied Discriminant Analysis1994
- KoehlerGLinear discriminant functions determined by genetic searchORSA J Comput1991334535710.1287/ijoc.3.4.345
- KohaviRJohnGWrappers for feature subset selectionArtif Intell19979727332410.1016/S0004-3702(97)00043-X
- LiuYSchumannMData mining feature selection for credit scoring modelsJ Opl Res Soc2005561099110810.1057/palgrave.jors.2601976
- MarkowskiEPMarkowskiCASome difficulties and improvements in applying linear programming formulations to the discriminant problemDecision Sci19851623724710.1111/j.1540-5915.1985.tb01677.x
- MaysENuetzelPScorecard monitoring reportsCredit Scoring for Risk Managers: The Handbook for Lenders2004201217
- MaysEYuanJVariable analysis and reductionCredit Scoring for Risk Managers: The Handbook for Lenders200491103
- NathRJonesTWA variable selection criterion in the linear programming approaches to discriminant analysisDecision Sci19881955456310.1111/j.1540-5915.1988.tb00286.x
- PiramuthuSFeature selection for financial credit-risk evaluation decisionsINFORMS J Comput19991125845610.1287/ijoc.11.3.258
- RipleyBDNeural networks and related methods for classificationJ Roy Stat Soc Ser B199456409456
- Robnik-ŠikonjaMKokonenkoITheoretical and empirical analysis of ReliefF and RReliefFMach Learn200353236910.1023/A:1025667309714
- SomolPBaesensBPudilPVanthienenJFilter- versus wrapper-based feature selection for credit scoringInt J Intell Sys20052098599910.1002/int.20103
- StamAExtensions of mathematical programming-based classification rules: A multicriteria approachEur J Opl Res19904835136110.1016/0377-2217(90)90418-B
- StamANontraditional approaches to statistical classification: Some perspectives on Lp-norm methodsAnn Opns Res19977413610.1023/A:1018958001886
- StamAJoachimsthalerEAA comparison of a robust mixed-integer approach to existing methods for establishing classification rules for the discriminant problemEur J Opl Res19904611312210.1016/0377-2217(90)90304-T
- StamARagsdaleCTOn the classification gap in mathematical-programming-based approaches to the discriminant problemNav Res Log19923954555910.1002/1520-6750(199206)39:4<545::AID-NAV3220390408>3.0.CO;2-A
- SunMXiongMA mathematical programming approach for gene selection and tissue classificationBioinformatics2003191243125110.1093/bioinformatics/btg145
- Thomas LC, Edelman DB and Crook JN (2002). Credit Scoring and its Applications. Society for Industrial and Applied Mathematics: Philadelphia, PA.
- UCI Machine Learning Repository (2007). Statlog Project Databases, UCI Machine Learning Repository (http://www.ics.uci.edu/~mlearn/). Department of Information and Computer Science, University of California, Irvine, CA.
- WilliamsHPModel Building in Mathematical Programming1993
- WittenIHFrankEData Mining: Practical Machine Learning Tools and Techniques2005