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Stacking-based heterogeneous genetic programming for interpretable credit risk evaluation

delete2025-11-12
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OA
AI
Z
Zixue Zhao
Q
Qiao Lin
Y
Yiran Li
Y
Yue Li
T
Tianxiang Cui *
DOI:10.1016/j.asoc.2025.114214delete
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Abstract

Abstract

En 中文
• An end-to-end pipeline for generating a heterogeneous ensemble model is proposed.. • Genetic programming is used as the meta-classifier in a stacking credit risk model. • NGBoost and TabNet are used as base-classifier. • Our SH-GPC model outperforms meta-classifiers and provides better interpretability. • Visualization methods are used to enhance the trustworthiness of the stacking model.
Keywords:
Credit risk prediction
Heterogeneous stacking
Genetic programming
Shapley additive explanations
Natural gradient boosting
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Journal

Applied Soft Computing cover
Applied Soft Computing
IF:
6.6
Papers:
1.4W
Citations:
4.8W

Organization

U
University of Nottingham Ningbo China
Scholars:
2.9K
Papers: 3.1K
Citations: 0
S
shanxi police college
Scholars:
39
Papers: 23
Citations: 0
Y
Yunnan University of Finance and Economics
Scholars:
855
Papers: 776
Citations: 779
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