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]

@article{MushavaM22,
  title = {A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function},
  author = {Jonah Mushava and Michael Murray},
  year = {2022},
  doi = {10.1016/j.eswa.2022.117233},
  url = {https://doi.org/10.1016/j.eswa.2022.117233},
  researchr = {https://researchr.org/publication/MushavaM22},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {202},
  pages = {117233},
}