A novel hybrid intelligent approach for contractor default status prediction

作者:

Highlights:

• A novel contractor default prediction model is proposed.

• The model is developed based on the SMOTE, LS-SVM, and DE algorithms.

• Historical cases were collected to construct and verify the model.

• Experimental results show that the model can deliver superior performance.

摘要

•A novel contractor default prediction model is proposed.•The model is developed based on the SMOTE, LS-SVM, and DE algorithms.•Historical cases were collected to construct and verify the model.•Experimental results show that the model can deliver superior performance.

论文关键词:Hybrid intelligence,Financial default prediction,Least Squares Support Vector Machine,Differential Evolution,Imbalanced classification

论文评审过程:Received 28 October 2013, Revised 28 July 2014, Accepted 9 August 2014, Available online 19 August 2014.

论文官网地址:https://doi.org/10.1016/j.knosys.2014.08.009