Lessons learned from data stream classification applied to credit scoring

作者:

Highlights:

• Three real-world anonymized credit scoring datasets are made publicly available.

• Assessment of batch and data stream mining classifiers in credit scoring datasets.

• Results show that data stream learners are comparable to predictive models currently in use.

摘要

•Three real-world anonymized credit scoring datasets are made publicly available.•Assessment of batch and data stream mining classifiers in credit scoring datasets.•Results show that data stream learners are comparable to predictive models currently in use.

论文关键词:Credit scoring,Machine learning datasets,Data stream classification

论文评审过程:Received 11 March 2020, Revised 26 July 2020, Accepted 16 August 2020, Available online 20 August 2020, Version of Record 10 October 2020.

论文官网地址:https://doi.org/10.1016/j.eswa.2020.113899