Feature selection in corporate credit rating prediction

作者:

Highlights:

• We employ feature selection for corporate credit rating modeling.

• Feature selection procedure improves the classification accuracy of the credit ratings.

• The number of features required for credit rating classification can be significantly reduced.

摘要

•We employ feature selection for corporate credit rating modeling.•Feature selection procedure improves the classification accuracy of the credit ratings.•The number of features required for credit rating classification can be significantly reduced.

论文关键词:Feature selection,Credit rating,Classification,Wrapper,Mixed feature selection method

论文评审过程:Received 20 June 2012, Revised 3 July 2013, Accepted 13 July 2013, Available online 19 July 2013.

论文官网地址:https://doi.org/10.1016/j.knosys.2013.07.008