Rule-based credit risk assessment model using multi-objective evolutionary algorithms

•This study considered the generation of classification rule as an optimization problem.•We present a comparative study of four multi-objective evolutionary algorithms.•The used algorithms provide a better trade-off between accuracy and interpretability.•The proposed a model aims to select the most...

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Vydané v:	Expert systems with applications Ročník 126; s. 144 - 157
Hlavní autori:	Soui, Makram, Gasmi, Ines, Smiti, Salima, Ghédira, Khaled
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Elsevier Ltd 15.07.2019 Elsevier BV
Predmet:	Black boxes Classification Classification rules Comparative studies Credit ratings Credit risk Evolutionary algorithms Genetic algorithms Mathematical models Model accuracy Multi-objective evolutionary algorithm Multiple objective analysis Optimization Risk assessment Multi-objective evolutionary algorithm Classification rules Credit risk
ISSN:	0957-4174, 1873-6793
On-line prístup:	Získať plný text
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