A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function

Jonah Mushava, Michael Murray. A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function. Expert Syst. Appl., 202:117233, 2022. [doi]

Abstract

Abstract is missing.