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Credit scoring model based on a novel group feature selection method: The case of Chinese small-sized manufacturing enterprises

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In building a predictive credit scoring model, feature selection is an essential pre-processing step that can improve the predictive accuracy and comprehensibility of models. In this study, we sele... Click to show full abstract

In building a predictive credit scoring model, feature selection is an essential pre-processing step that can improve the predictive accuracy and comprehensibility of models. In this study, we sele...

Keywords: scoring model; feature selection; credit scoring

Journal Title: Journal of the Operational Research Society
Year Published: 2021

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