Predicting class-imbalanced business risk using resampling, regularization, and model ensembling algorithms

13 Mar 2019Yan WangXuelei Sherry Ni

We aim at developing and improving the imbalanced business risk modeling via jointly using proper evaluation criteria, resampling, cross-validation, classifier regularization, and ensembling techniques. Area Under the Receiver Operating Characteristic Curve (AUC of ROC) is used for model comparison based on 10-fold cross validation... (read more)

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