A. I. Marqués

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This paper presents new algorithms to identify and eliminate mislabelled, noisy and atypical training samples for supervised learning and more specifically, for nearest neighbour classification. The main goal of these approaches is to enhance the classification accuracy by improving the quality of the training data. Several experiments with synthetic and(More)
The last years have seen the development of many credit scoring models for assessing the credit-worthiness of loan applicants. Traditional credit scoring methodology has involved the use of statistical and mathematical programming techniques such as discriminant analysis, linear and logistic regression, linear and quadratic programming, or decision trees.(More)
Many techniques have been proposed for credit risk prediction, from statistical models to artificial intelligence methods. However, very few research efforts have been devoted to deal with the presence of noise and outliers in the training set, which may strongly affect the performance of the prediction model. Accordingly, the aim of the present paper is to(More)
In real-life credit scoring applications, the case in which the class of defaulters is under-represented in comparison with the class of non-defaulters is a very common situation, but it has still received little attention. The present paper investigates the suitability and performance of several resampling techniques when applied in conjunction with(More)
The present paper introduces an adaptive algorithm for competitive training of a nearest neighbor (NN) classifier when using a very small codebook. The new learning rule is based on the well-known LVQ method, and uses an alternative neighborhood concept to estimate optimal locations of the codebook vectors. Experiments over synthetic and real databases(More)
Many techniques have been proposed for credit risk assessment, from statistical models to artificial intelligence methods. During the last few years, different approaches to classifier ensembles have successfully been applied to credit scoring problems, demonstrating to be more accurate than single prediction models. However, it is still a question what(More)