A novel outlier-adapted multi-stage ensemble model with feature transformation for credit scoring

Three datasets are chosen from the UCI machine learning repository in this study, which have been extensively adopted in data-driven researches, including Australian and Japanese datasets (Asuncion &amp; Newman, 2007), and Polish bankruptcy dataset (Zięba et al., 2016). The three datasets contain different numbers of samples and features. Each sample in a credit dataset can be classified into good credit or bad credit. The size of Australian credit dataset is 690, with 307 samples in good credit and 383 in bad, and its feature dimension is 14, with 6 numerical and 8 categorical features. The size of Japanese credit dataset is 690, with 307 samples in good credit and 383 in bad, and its feature dimension is 15, with 6 numerical and 9 categorical features. Similarly, there are 7027 samples in Polish bankruptcy dataset, with 6756 samples in good credit and 271 in bad, and its 64 input features are numerical. All the dimensions of the input features of the three datasets listed in Table 1 do not include the class labels.<br>