Cost-based feature selection for Support Vector Machines: An application in credit scoring

Mathematics

• Credit Scoring 93%
• Feature Selection 78%
• Acquisition 75%
• Support Vector Machine 73%
• Costs 42%
• Mixed Integer Linear Programming 26%
• Process Modeling 25%
• Programming Model 22%
• Classifier 22%
• Experimental Results 19%
• Attribute 18%
• Linear Model 17%
• Formulation 12%
• Demonstrate 11%
• Performance 11%

Business & Economics

• Support Vector Machine 100%
• Feature Selection 95%
• Acquisition Costs 76%
• Credit Scoring 75%
• Classifier 23%
• Costs 22%
• Process Modeling 22%
• Mixed Integer Linear Programming 21%
• Interdependence 20%
• Performance 7%
• Factors 6%

Engineering & Materials Science

• Support vector machines 47%
• Feature extraction 45%
• Costs 22%
• Linear programming 13%
• Classifiers 10%
• Computer simulation 8%
• Industry 6%