Three-stage ensemble model : reinforce predictive capacity without compromising interpretability

Thesis proposal presented as partial requirement for obtaining the Master’s degree in Statistics and Information Management, with specialization in Risk Analysis and Management

Bibliographic Details
Main Author: Silvestre, Martinho de Matos (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
Ensemble Modeling
Probability of Default
Credit Scoring
Scorecard
Logistic Regression
Decision Tree
Artificial Neural Network
Multilayer Perceptron
Random Forest
Machine Learning
Online Access:http://hdl.handle.net/10362/71588
Country:Portugal
Oai:oai:run.unl.pt:10362/71588

Internet

http://hdl.handle.net/10362/71588

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