The Study of Credit Scoring Model Based on Group Lasso

Hongmei Chen, Yaoxin Xiang. The Study of Credit Scoring Model Based on Group Lasso. In Vandana Ahuja, Yong Shi, Deepak Khazanchi, Naseem Abidi, Yingjie Tian, Daniel Berg, James M. Tien, editors, Proceedings of the 5th International Conference on Information Technology and Quantitative Management, ITQM 2017, Creating Knowledge and Wisdom via Big Data Analytics, December 8-10, 2017, New Delhi, India. Volume 122 of Procedia Computer Science, pages 677-684, Elsevier, 2017. [doi]

Abstract

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