2024
DOI: 10.3233/atde231133
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Asymmetric Loss-Oriented Cost Sensitive Learning Model for Credit Risk Assessment

Wenjing Chen,
Chao Liu,
Wanshui Yu
et al.

Abstract: Credit risk assessment (CRA) is a hot topic in both academia and financial circles. Existing CRA methods can encompass both experience-based and data-driven approaches. The data-driven approaches are mainstream in recent years. Various data-driven CRA techniques are constructed with machine learning techneques. Since the non-default consumers are far more than the default consumers, CRA is typically a class imbalanced problem. Indeed, the misclassification of default consumers usually encounters heavier loss t… Show more

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