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A New Tool for Feature Extraction and Its Application to Credit Risk Analysis

  • Paweł Błaszczyk
Conference paper
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 648)

Abstract

The aim of this paper is to present a new feature extraction method. Our method is an extension of the classical Partial Least Squares (PLS) algorithm. However, a new weighted separation criterion is applied which is based on the within and between scatter matrices. In order to compare the performance of the classification the economical datasets are used.

Keywords

Classification Credit risk Feature extraction Partial Least Square Separation criterion 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.Institute of MathematicsUniversity of SilesiaKatowicePoland

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