• openAccess   Assessment of Financial Risk Prediction Models with Multi-criteria Decision Making Methods 

      Sánchez Garreta, Josep Salvador; García, Vicente; Marqués Marzal, Ana Isabel Springer Berlin Heidelberg (2012)
      A wide range of classification models have been explored for financial risk prediction, but conclusions on which technique behaves better may vary when different performance evaluation measures are employed. Accordingly, ...
    • openAccess   Improving Risk Predictions by Preprocessing Imbalanced Credit Data 

      García, Vicente; Marqués Marzal, Ana Isabel; Sánchez Garreta, Josep Salvador Springer Berlin Heidelberg (2012)
      Imbalanced credit data sets refer to databases in which the class of defaulters is heavily under-represented in comparison to the class of non-defaulters. This is a very common situation in real-life credit scoring ...