Comparison of methods of data mining techniques for the predictive accuracy

Vladislav Pyzhov and Stanislav Pyzhov

MPRA Paper from University Library of Munich, Germany

Abstract: This paper is based on the work of Yeh, Lien (2009). In the paper, authors used the payment data set from the important bank in Taiwan. To build a model, the whole sample was divided in two subsets - training and testing sets - so each model could be trained on the first one and then be evaluated on the second. Our motivation was to see whether the same result could be obtained if we repeatedly apply the models to the different data sets. To do so, Monte Carlo simulation was implemented to generate these sets.

Keywords: Monte-Carlo; Data Mining; Neural Networks; k-nearest neighbors; Logistic regression; Random Forest. (search for similar items in EconPapers)
JEL-codes: C53 C81 C87 (search for similar items in EconPapers)
Date: 2017-05-23
New Economics Papers: this item is included in nep-cmp, nep-dcm and nep-ore
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