{"id":"https://openalex.org/W4400652333","doi":"https://doi.org/10.3390/systems12070254","title":"XGBoost-B-GHM: An Ensemble Model with Feature Selection and GHM Loss Function Optimization for Credit Scoring","display_name":"XGBoost-B-GHM: An Ensemble Model with Feature Selection and GHM Loss Function Optimization for Credit Scoring","publication_year":2024,"publication_date":"2024-07-14","ids":{"openalex":"https://openalex.org/W4400652333","doi":"https://doi.org/10.3390/systems12070254"},"language":"en","primary_location":{"id":"doi:10.3390/systems12070254","is_oa":true,"landing_page_url":"https://doi.org/10.3390/systems12070254","pdf_url":"https://www.mdpi.com/2079-8954/12/7/254/pdf?version=1721290225","source":{"id":"https://openalex.org/S4210219410","display_name":"Systems","issn_l":"2079-8954","issn":["2079-8954"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/2079-8954/12/7/254/pdf?version=1721290225","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025858225","display_name":"Yuxuan Xia","orcid":"https://orcid.org/0000-0002-2788-7911"},"institutions":[{"id":"https://openalex.org/I200845125","display_name":"Nanjing University of Information Science and Technology","ror":"https://ror.org/02y0rxk19","country_code":"CN","type":"education","lineage":["https://openalex.org/I200845125"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuxuan Xia","raw_affiliation_strings":["School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China","institution_ids":["https://openalex.org/I200845125"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108999784","display_name":"Shanshan Jiang","orcid":"https://orcid.org/0000-0001-7734-5136"},"institutions":[{"id":"https://openalex.org/I200845125","display_name":"Nanjing University of Information Science and Technology","ror":"https://ror.org/02y0rxk19","country_code":"CN","type":"education","lineage":["https://openalex.org/I200845125"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Shanshan Jiang","raw_affiliation_strings":["School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China","institution_ids":["https://openalex.org/I200845125"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056025604","display_name":"Lingyi Meng","orcid":"https://orcid.org/0000-0002-8985-5093"},"institutions":[{"id":"https://openalex.org/I200845125","display_name":"Nanjing University of Information Science and Technology","ror":"https://ror.org/02y0rxk19","country_code":"CN","type":"education","lineage":["https://openalex.org/I200845125"]},{"id":"https://openalex.org/I71052956","display_name":"University of Reading","ror":"https://ror.org/05v62cm79","country_code":"GB","type":"education","lineage":["https://openalex.org/I71052956"]}],"countries":["CN","GB"],"is_corresponding":false,"raw_author_name":"Lingyi Meng","raw_affiliation_strings":["School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China","School of Politics, Economics and International Relations, University of Reading, Whiteknights, Reading RG6 6DH, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management Science and Engineering, Nanjing University of Information Science and Technology, Nanjing 210044, China","institution_ids":["https://openalex.org/I200845125"]},{"raw_affiliation_string":"School of Politics, Economics and International Relations, University of Reading, Whiteknights, Reading RG6 6DH, UK","institution_ids":["https://openalex.org/I71052956"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101867027","display_name":"Xin Ju","orcid":"https://orcid.org/0000-0003-2742-3719"},"institutions":[{"id":"https://openalex.org/I71052956","display_name":"University of Reading","ror":"https://ror.org/05v62cm79","country_code":"GB","type":"education","lineage":["https://openalex.org/I71052956"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Xin Ju","raw_affiliation_strings":["School of Politics, Economics and International Relations, University of Reading, Whiteknights, Reading RG6 6DH, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Politics, Economics and International Relations, University of Reading, Whiteknights, Reading RG6 6DH, UK","institution_ids":["https://openalex.org/I71052956"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5108999784"],"corresponding_institution_ids":["https://openalex.org/I200845125"],"apc_list":{"value":1600,"currency":"CHF","value_usd":1732},"apc_paid":{"value":1600,"currency":"CHF","value_usd":1732},"fwci":18.6498,"has_fulltext":false,"cited_by_count":21,"citation_normalized_percentile":{"value":0.9935,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":100},"biblio":{"volume":"12","issue":"7","first_page":"254","last_page":"254"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11396","display_name":"Artificial Intelligence in Healthcare","score":0.9330999851226807,"subfield":{"id":"https://openalex.org/subfields/3605","display_name":"Health Information Management"},"field":{"id":"https://openalex.org/fields/36","display_name":"Health Professions"},"domain":{"id":"https://openalex.org/domains/4","display_name":"Health Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6764097213745117},{"id":"https://openalex.org/keywords/feature-selection","display_name":"Feature selection","score":0.672167181968689},{"id":"https://openalex.org/keywords/generalization","display_name":"Generalization","score":0.5604631900787354},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.5408424139022827},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.535445511341095},{"id":"https://openalex.org/keywords/feature","display_name":"Feature (linguistics)","score":0.5314857959747314},{"id":"https://openalex.org/keywords/field","display_name":"Field (mathematics)","score":0.5114228129386902},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.48374104499816895},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.4776700437068939},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4727787971496582},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4559732675552368},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.45336347818374634},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.43718865513801575},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.24172860383987427},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1383267641067505}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6764097213745117},{"id":"https://openalex.org/C148483581","wikidata":"https://www.wikidata.org/wiki/Q446488","display_name":"Feature selection","level":2,"score":0.672167181968689},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.5604631900787354},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.5408424139022827},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.535445511341095},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.5314857959747314},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.5114228129386902},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.48374104499816895},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4776700437068939},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4727787971496582},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4559732675552368},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.45336347818374634},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.43718865513801575},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.24172860383987427},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1383267641067505},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.3390/systems12070254","is_oa":true,"landing_page_url":"https://doi.org/10.3390/systems12070254","pdf_url":"https://www.mdpi.com/2079-8954/12/7/254/pdf?version=1721290225","source":{"id":"https://openalex.org/S4210219410","display_name":"Systems","issn_l":"2079-8954","issn":["2079-8954"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Systems","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:3db17c6913214a02bba19999e450a160","is_oa":false,"landing_page_url":"https://doaj.org/article/3db17c6913214a02bba19999e450a160","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Systems, Vol 12, Iss 7, p 254 (2024)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.3390/systems12070254","is_oa":true,"landing_page_url":"https://doi.org/10.3390/systems12070254","pdf_url":"https://www.mdpi.com/2079-8954/12/7/254/pdf?version=1721290225","source":{"id":"https://openalex.org/S4210219410","display_name":"Systems","issn_l":"2079-8954","issn":["2079-8954"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Systems","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G5296932631","display_name":null,"funder_award_id":"72101121","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4400652333.pdf"},"referenced_works_count":50,"referenced_works":["https://openalex.org/W1678356000","https://openalex.org/W2004076523","https://openalex.org/W2052611008","https://openalex.org/W2158698691","https://openalex.org/W2560858617","https://openalex.org/W2586297576","https://openalex.org/W2888104250","https://openalex.org/W2901278409","https://openalex.org/W2972774318","https://openalex.org/W3009287124","https://openalex.org/W3014601769","https://openalex.org/W3015499619","https://openalex.org/W3047647423","https://openalex.org/W3093945915","https://openalex.org/W3094559308","https://openalex.org/W3095606640","https://openalex.org/W3118889841","https://openalex.org/W3120655457","https://openalex.org/W3133780697","https://openalex.org/W3135286407","https://openalex.org/W3148119887","https://openalex.org/W3173725123","https://openalex.org/W3204294171","https://openalex.org/W3204580695","https://openalex.org/W4200280071","https://openalex.org/W4205900608","https://openalex.org/W4212887662","https://openalex.org/W4220839771","https://openalex.org/W4221005406","https://openalex.org/W4226492624","https://openalex.org/W4283520892","https://openalex.org/W4288074668","https://openalex.org/W4297415429","https://openalex.org/W4306940578","https://openalex.org/W4308294451","https://openalex.org/W4311139009","https://openalex.org/W4315641811","https://openalex.org/W4318344246","https://openalex.org/W4319298112","https://openalex.org/W4319312532","https://openalex.org/W4319988656","https://openalex.org/W4380758004","https://openalex.org/W4386035475","https://openalex.org/W4388916189","https://openalex.org/W4390049924","https://openalex.org/W4396773505","https://openalex.org/W4396811150","https://openalex.org/W6756342790","https://openalex.org/W6805110009","https://openalex.org/W6850186744"],"related_works":["https://openalex.org/W3162204513","https://openalex.org/W2371138613","https://openalex.org/W2048963458","https://openalex.org/W43109613","https://openalex.org/W2359952343","https://openalex.org/W2239445980","https://openalex.org/W2080152487","https://openalex.org/W3083152911","https://openalex.org/W4386564352","https://openalex.org/W2952668426"],"abstract_inverted_index":{"Credit":[0],"evaluation":[1,15,61],"has":[2],"always":[3],"been":[4],"an":[5,36,40,46],"important":[6],"part":[7],"of":[8,23,59,68,125,142,173],"the":[9,21,33,57,64,72,84,91,111,118,123,137,143,154,160,171],"financial":[10,69],"field.":[11],"The":[12,145],"existing":[13,161],"credit":[14,60],"methods":[16,163],"have":[17],"difficulty":[18],"in":[19,56,132],"solving":[20],"problems":[22],"redundant":[24],"data":[25,85],"features":[26,102,168],"and":[27,45,62,87,89,99,134,139,164,169],"imbalanced":[28,174],"samples.":[29,175],"In":[30],"response":[31],"to":[32,121,159],"above":[34],"issues,":[35],"ensemble":[37],"model":[38,120],"combining":[39],"advanced":[41],"feature":[42,78],"selection":[43],"algorithm":[44,74],"optimized":[47],"loss":[48,113],"function":[49,114],"is":[50,75,115,130,157],"proposed,":[51],"which":[52,80,129],"can":[53,81,165],"be":[54],"applied":[55],"field":[58],"improve":[63,90,136],"risk":[65],"management":[66],"ability":[67],"institutions.":[70],"Firstly,":[71],"Boruta":[73],"embedded":[76],"for":[77,94],"selection,":[79],"effectively":[82,166],"reduce":[83],"dimension":[86],"noise":[88],"model\u2019s":[92],"capacity":[93],"generalization":[95],"by":[96],"automatically":[97],"identifying":[98],"screening":[100],"out":[101],"that":[103,153],"are":[104],"highly":[105],"correlated":[106],"with":[107],"target":[108],"variables.":[109],"Then,":[110],"GHM":[112],"incorporated":[116],"into":[117],"XGBoost":[119],"tackle":[122],"issue":[124],"skewed":[126],"sample":[127],"distribution,":[128],"common":[131],"classification,":[133],"further":[135],"classification":[138],"prediction":[140],"performance":[141],"model.":[144],"comparative":[146],"experiments":[147],"on":[148],"four":[149],"large":[150],"datasets":[151],"demonstrate":[152],"proposed":[155],"method":[156],"superior":[158],"mainstream":[162],"extract":[167],"handle":[170],"problem":[172]},"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":13},{"year":2024,"cited_by_count":3}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}
