Example-Dependent Cost-Sensitive Classification with Applications in Financial Risk Modeling and Marketing Analytics

Doctoral thesis English OPEN
Correa Bahnsen, Alejandro;
  • Publisher: University of Luxembourg, ​​Luxembourg
  • Subject: Cost-Sensitive Classification | Machine Learning | Fraud Detection | : Computer science [C05] [Engineering, computing & technology] | : Sciences informatiques [C05] [Ingénierie, informatique & technologie]

Several real-world binary classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard binary classification methods do not take these costs into acc... View more
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