On the editing rate of the MULTIDIT algorithm
Pattern Recognition Letters
Recursive Automatic Bias Selection for Classifier Construction
Machine Learning - Special issue on bias evaluation and selection
Prototype selection for the nearest neighbour rule through proximity graphs
Pattern Recognition Letters
Reduction Techniques for Instance-BasedLearning Algorithms
Machine Learning
Credit Scoring and Its Applications
Credit Scoring and Its Applications
Analysis of new techniques to obtain quality training sets
Pattern Recognition Letters - Special issue: Sibgrapi 2001
Experiments with Noise Filtering in a Medical Domain
ICML '99 Proceedings of the Sixteenth International Conference on Machine Learning
Feature Selection for Financial Credit-Risk Evaluation Decisions
INFORMS Journal on Computing
Statistical Comparisons of Classifiers over Multiple Data Sets
The Journal of Machine Learning Research
Improving software quality prediction by noise filtering techniques
Journal of Computer Science and Technology
IEEE Transactions on Software Engineering
Information Sciences: an International Journal
Combination of feature selection approaches with SVM in credit scoring
Expert Systems with Applications: An International Journal
Ensemble methods for noise elimination in classification problems
MCS'03 Proceedings of the 4th international conference on Multiple classifier systems
Expert Systems with Applications: An International Journal
Selecting useful features for personal credit risk analysis
International Journal of Business Information Systems
Simple instance selection for bankruptcy prediction
Knowledge-Based Systems
Prototype Selection for Nearest Neighbor Classification: Taxonomy and Empirical Study
IEEE Transactions on Pattern Analysis and Machine Intelligence
A stochastic approach to wilson's editing algorithm
IbPRIA'05 Proceedings of the Second Iberian conference on Pattern Recognition and Image Analysis - Volume Part II
Rough set and scatter search metaheuristic based feature selection for credit scoring
Expert Systems with Applications: An International Journal
Using evolutionary algorithms as instance selection for data reduction in KDD: an experimental study
IEEE Transactions on Evolutionary Computation
ATISA: Adaptive Threshold-based Instance Selection Algorithm
Expert Systems with Applications: An International Journal
Hi-index | 12.05 |
Many techniques have been proposed for credit risk prediction, from statistical models to artificial intelligence methods. However, very few research efforts have been devoted to deal with the presence of noise and outliers in the training set, which may strongly affect the performance of the prediction model. Accordingly, the aim of the present paper is to systematically investigate whether the application of filtering algorithms leads to an increase in accuracy of instance-based classifiers in the context of credit risk assessment. The experimental results with 20 different algorithms and 8 credit databases show that the filtered sets perform significantly better than the non-preprocessed training sets when using the nearest neighbour decision rule. The experiments also allow to identify which techniques are most robust and accurate when confronted with noisy credit data.