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A New Tool for Feature Extraction and Its Application to Credit Risk Analysis

In: New State of MCDM in the 21st Century

Author

Listed:
  • Paweł Błaszczyk

    (University of Silesia)

Abstract

The aim of this paper is to present a new feature extraction method. Our method is an extension of the classical Partial Least Squares (PLS) algorithm. However, a new weighted separation criterion is applied which is based on the within and between scatter matrices. In order to compare the performance of the classification the economical datasets are used.

Suggested Citation

  • Paweł Błaszczyk, 2011. "A New Tool for Feature Extraction and Its Application to Credit Risk Analysis," Lecture Notes in Economics and Mathematical Systems, in: Yong Shi & Shouyang Wang & Gang Kou & Jyrki Wallenius (ed.), New State of MCDM in the 21st Century, chapter 0, pages 131-141, Springer.
    • Handle: RePEc:spr:lnechp:978-3-642-19695-9_11
    DOI: 10.1007/978-3-642-19695-9_11
    as

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