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Lenders, such as banks and credit card companies, use credit scoring models to evaluate the potential risk posed by lending money to customers, and therefore to mitigate losses due to bad credit. The profitability of the banks thus highly depends on the models used to decide on the customer’s loans. State-of-the-art credit scoring models are based on machine learning and statistical methods. One of the major problems of this field is that lenders often deal with imbalanced datasets that usually contain many paid loans but very few not paid ones (called defaults). Recently, dynamic selection methods combined with ensemble methods and preprocessing techniques have been evaluated to improve classification models in imbalanced datasets presenting advantages over the static machine learning methods. In a dynamic selection technique, samples in the neighborhood of each query sample are used to compute …