Poly-bagging predictors for classification modelling for credit scoring

Credit scoring modelling comprises one of the leading formal tools for supporting the granting of credit. Its core objective consists of the generation of a score by means of which potential clients can be listed in the order of the probability of default. A critical factor is whether a credit scoring model is accurate enough in order to provide correct classification of the client as a good or bad payer. In this context the concept of bootstraping aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the fitted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper we propose a new bagging-type variant procedure, which we call poly-bagging, consisting of combining predictors over a succession of resamplings. The study is derived by credit scoring modelling. The proposed poly-bagging procedure was applied to some different artificial datasets and to a real granting of credit dataset up to three successions of resamplings. We observed better classification accuracy for the two-bagged and the three-bagged models for all considered setups. These results lead to a strong indication that the poly-bagging approach may promote improvement on the modelling performance measures, while keeping a flexible and straightforward bagging-type structure easy to implement. (C) 2011 Elsevier Ltd. All rights reserved.

Concentric characterization and classification of complex network nodes: Application to an institutional collaboration network

Differently from theoretical scale-free networks, most real networks present multi-scale behavior, with nodes structured in different types of functional groups and communities. While the majority of approaches for classification of nodes in a complex network has relied on local measurements of the topology/connectivity around each node, valuable information about node functionality can be obtained by concentric (or hierarchical) measurements. This paper extends previous methodologies based on concentric measurements, by studying the possibility of using agglomerative clustering methods, in order to obtain a set of functional groups of nodes, considering particular institutional collaboration network nodes, including various known communities (departments of the University of Sao Paulo). Among the interesting obtained findings, we emphasize the scale-free nature of the network obtained, as well as identification of different patterns of authorship emerging from different areas (e.g. human and exact sciences). Another interesting result concerns the relatively uniform distribution of hubs along concentric levels, contrariwise to the non-uniform pattern found in theoretical scale-free networks such as the BA model. (C) 2008 Elsevier B.V. All rights reserved.

The three-dimensional structure of bothropasin, the main hemorrhagic factor from Bothrops jararaca venom: Insights for a new classification of snake venom metalloprotease subgroups

Bothropasin is a 48 kDa hemorrhagic PIII snake venom metalloprotease (SVMP) isolated from Bothrops jararaca, containing disintegrin/cysteine-rich adhesive domains. Here we present the crystal structure of bothropasin complexed with the inhibitor POL647. The catalytic domain consists of a scaffold of two subdomains organized similarly to those described for other SVMPs, including the zinc and calcium-binding sites. The free cysteine residue Cys(189) is located within a hydrophobic core and it is not available for disulfide bonding or other interactions. There is no identifiable secondary structure for the disintegrin domain, but instead it is composed mostly of loops stabilized by seven disulfide bonds and by two calcium ions. The ECD region is in a loop and is structurally related to the RGD region of RGD disintegrins, which are derived from I`ll SVMPs. The ECD motif is stabilized by the Cys(117)_Cys(310) disulfide bond (between the disintegrin and cysteine-rich domains) and by one calcium ion. The side chain of Glu(276) of the ECD motif is exposed to solvent and free to make interactions. In bothropasin, the HVR (hyper-variable region) described for other Pill SVMPs in the cysteine-rich domain, presents a well-conserved sequence with respect to several other Pill members from different species. We propose that this subset be referred to as PIII-HCR (highly conserved region) SVMPs. The differences in the disintegrin-like, cysteine-rich or disintegrin-like cysteine-rich domains may be involved in selecting target binding, which in turn could generate substrate diversity or specificity for the catalytic domain. (C) 2008 Elsevier Ltd. All rights reserved.

The classification and the conjugacy classes of the finite subgroups of the sphere braid groups

Let n >= 3. We classify the finite groups which are realised as subgroups of the sphere braid group B(n)(S(2)). Such groups must be of cohomological period 2 or 4. Depending on the value of n, we show that the following are the maximal finite subgroups of B(n)(S(2)): Z(2(n-1)); the dicyclic groups of order 4n and 4(n - 2); the binary tetrahedral group T*; the binary octahedral group O*; and the binary icosahedral group I(*). We give geometric as well as some explicit algebraic constructions of these groups in B(n)(S(2)) and determine the number of conjugacy classes of such finite subgroups. We also reprove Murasugi`s classification of the torsion elements of B(n)(S(2)) and explain how the finite subgroups of B(n)(S(2)) are related to this classification, as well as to the lower central and derived series of B(n)(S(2)).

Comparison for three Classification Techniques

In this paper we show the results of a comparison simulation study for three classification techniques: Multinomial Logistic Regression (MLR), No Metric Discriminant Analysis (NDA) and Linear Discriminant Analysis (LDA). The measure used to compare the performance of the three techniques was the Error Classification Rate (ECR). We found that MLR and LDA techniques have similar performance and that they are better than DNA when the population multivariate distribution is Normal or Logit-Normal. For the case of log-normal and Sinh(-1)-normal multivariate distributions we found that MLR had the better performance.