26 citations · 81 across the 9 of their papers we have counts for
5 papers · 1 filter
Predicting class-imbalanced business risk using resampling, regularization, and model ensembling algorithms
Yan Wang, Xuelei Sherry Ni
We aim at developing and improving the imbalanced business risk modeling via jointly using proper evaluation criteria, resampling, cross-validation, classifier regularization, and…
A XGBoost risk model via feature selection and Bayesian hyper-parameter optimization
Yan Wang, Xuelei Sherry Ni
This paper aims to explore models based on the extreme gradient boosting (XGBoost) approach for business risk classification. Feature selection (FS) algorithms and hyper-parameter…
An Automatic Interaction Detection Hybrid Model for Bankcard Response Classification
Yan Wang, Xuelei Sherry Ni, Brian Stone
In this paper, we propose a hybrid bankcard response model, which integrates decision tree based chi-square automatic interaction detection (CHAID) into logistic regression. In the…
A two-stage hybrid model by using artificial neural networks as feature construction algorithms
Yan Wang, Xuelei Sherry Ni, Brian Stone
We propose a two-stage hybrid approach with neural networks as the new feature construction algorithms for bankcard response classifications. The hybrid model uses a very simple ne…
Influence of the Event Rate on Discrimination Abilities of Bankruptcy Prediction Models
Lili Zhang, Jennifer Priestley, Xuelei Ni
In bankruptcy prediction, the proportion of events is very low, which is often oversampled to eliminate this bias. In this paper, we study the influence of the event rate on discri…