Cost-sensitive business failure prediction when misclassification costs are uncertain: A heterogeneous ensemble selection approach

Koen W. de Bock (1) , Kristof Coussement (2, 3) , Stefan Lessmann (4)

1 Audencia Business School
2 IESEG - School of Management (LEM)
3 LEM - Lille économie management - UMR 9221
4 HU Berlin - Humboldt-Universität zu Berlin = Humboldt University of Berlin = Université Humboldt de Berlin

Domaines: Gestion et management; Machine Learning [stat.ML]; Méthodes et statistiques

Koen W. de Bock, Kristof Coussement, Stefan Lessmann. Cost-sensitive business failure prediction when misclassification costs are uncertain: A heterogeneous ensemble selection approach. European Journal of Operational Research, 2020, 285 (2), pp.612-630. ⟨10.1016/j.ejor.2020.01.052⟩. ⟨hal-02863245⟩