A novel multi-stage hybrid model with enhanced multi-population niche genetic algorithm: An application in credit scoring.
Expert Systems with Applications(2019)
摘要
•A novel multi-stage hybrid model is proposed and applied to credit scoring.•Multi-population niche GA (MPNGA) is proposed to improve search efficiency.•Feature/classifier selection enables the acquisition of optimal subset.•The stacking-based ensemble is constructed to enhance predictive effectiveness.•The proposed model is validated on five datasets over four performance metrics.
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关键词
Machine learning,Multi-stage hybrid model,Feature selection,Classifier selection,Credit scoring
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