Personal Credit Default Discrimination Model Based on Super Learner Ensemble

Assessing the default of customers is an essential basis for personal credit issuance. This paper considers developing a personal credit default discrimination model based on Super Learner heterogeneous ensemble to improve the accuracy and robustness of default discrimination. First, we select six k...

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Veröffentlicht in:	Mathematical problems in engineering 2021-03, Vol.2021, p.1-16
Hauptverfasser:	Li, Gang, Shen, Mengdi, Li, Meixuan, Cheng, Jingyi
Format:	Artikel
Sprache:	eng
Schlagworte:	Artificial intelligence Classifiers Datasets Discrimination Mathematical problems Model accuracy Neural networks Optimization Robustness Support vector machines
Online-Zugang:	Volltext
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