2016
DOI: 10.14569/ijarai.2016.050901
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A Rank Aggregation Algorithm for Ensemble of Multiple Feature Selection Techniques in Credit Risk Evaluation

Abstract: Abstract-In credit risk evaluation the accuracy of a classifier is very significant for classifying the high-risk loan applicants correctly. Feature selection is one way of improving the accuracy of a classifier. It provides the classifier with important and relevant features for model development. This study uses the ensemble of multiple feature ranking techniques for feature selection of credit data. It uses five individual rank based feature selection methods. It proposes a novel rank aggregation algorithm … Show more

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Cited by 14 publications
(10 citation statements)
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“…Few recent works using correlation filtering in feature selection include (Dahiya et al. 2016 ; Hsu and Hsieh 2010 ; Low et al. 2016 ; Kim and Chung 2017 ; Zou et al.…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…Few recent works using correlation filtering in feature selection include (Dahiya et al. 2016 ; Hsu and Hsieh 2010 ; Low et al. 2016 ; Kim and Chung 2017 ; Zou et al.…”
Section: Methodsmentioning
confidence: 99%
“…Feature-class correlation and Feature-feature correlation help to identify the important features. Few recent works using correlation filtering in feature selection include (Dahiya et al 2016;Hsu and Hsieh 2010;Low et al 2016;Kim and Chung 2017;Zou et al 2016;Xu et al 2016;Senawi et al 2017). Low et al (2016), Kim and Chung (2017), Zou et al (2016), Xu et al (2016) and Senawi et al (2017) are tested on biomedical datasets.…”
Section: Ranking Metricsmentioning
confidence: 99%
“…, 2009; Chong, 2013) with multiple layers between the input and output layers. MLP is widely used for credit risk assessment (Dahiya et al. , 2016; Luo, 2019).…”
Section: Methodsmentioning
confidence: 99%
“…MLP is one of the artificial neural network techniques, which has good capability of approximating any finite sets of real numbers (Juhos et al, 2009;Chong, 2013) with multiple layers between the input and output layers. MLP is widely used for credit risk assessment (Dahiya et al, 2016;Luo, 2019). The two hidden-layered MLP is deemed to have better performance (Juhos et al, 2009;Chester, 1990), and it non-linearizes several linear regression models by the typical sigmoid activation function:…”
Section: Random Forest Regression (Rf)mentioning
confidence: 99%
“…To compare, our proposed approach with EMFFS, four feature selection methods were combined, namely, chi-square, information gain, Pearson correlation and gain ratio using Weka tool. Finally, we combined the output of these four feature selection schemes using a fusion based rank aggregation method proposed in [ 73 ] to generate a final global features ranking list.…”
Section: 0 Significance Of Dataset and Proposed Feature Setsmentioning
confidence: 99%