A comparison study of credit scoring models

被引：0
|
作者：
Zhang, Defu [1 ,2 ]
Huang, Hongyi [1 ]
Chen, Qingshan [1 ]
Jiang, Yi [1 ]
机构：
[1] Xiamen Univ, Dept Comp Sci, Xiamen 361005, Peoples R China
[2] Longtop Grp Post doctoral Res Ctr, Xiamen 361005, Peoples R China
来源：
ICNC 2007: THIRD INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION, VOL 1, PROCEEDINGS | 2007年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper we consider a credit scoring problem. We compare three powerful credit scoring models: genetic programming (GP), backpropagation neural networks (BP) and support vector machines (SVM) when applied to this problem, then we give a combined model. The results show that the combined model produces good classification results.
引用
收藏
页码：15 / +
页数：2
相关论文
共 50 条
  • [31] A comparison analysis between Mathematical Programming and statistical discriminant models in credit scoring of agricultural loans
    Ziari, H
    Leatham, D
    Turvey, C
    AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1995, 77 (05) : 1375 - 1375
  • [32] CREDIT SCORING MODELS IN ESTIMATING THE CREDIT WORTHINESS OF SMALL AND MEDIUM AND BIG ENTERPRISES
    Zenzerovic, Robert
    CROATIAN OPERATIONAL RESEARCH REVIEW, 2011, 2 (01) : 143 - 157
  • [33] Advantages of credit scoring models in loan applicants evaluation
    Mileris, Ricardas
    CHANGES IN SOCIAL AND BUSINESS ENVIRONMENT, PROCEEDINGS, 2007, : 170 - 173
  • [34] Data mining feature selection for credit scoring models
    Liu, Y
    Schumann, M
    JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2005, 56 (09) : 1099 - 1108
  • [35] How to Measure the Quality of Credit Scoring Models Discussion
    Podpiera, Richard
    FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, 2011, 61 (05): : 508 - 509
  • [36] Developing Unsupervised Learning Models for Credit Scoring Problem
    Tudor, Liviana N.
    VISION 2025: EDUCATION EXCELLENCE AND MANAGEMENT OF INNOVATIONS THROUGH SUSTAINABLE ECONOMIC COMPETITIVE ADVANTAGE, 2019, : 3588 - 3594
  • [37] A review of fuzzy logic applied to credit scoring models
    Gomez Jaramillo, Sebastian
    CUADERNO ACTIVA, 2012, (03): : 37 - 44
  • [38] Credit scoring using global and local statistical models
    Schwarz, A
    Arminger, G
    Classification - the Ubiquitous Challenge, 2005, : 442 - 449
  • [39] Decision Trees as Interpretable Bank Credit Scoring Models
    Szwabe, Andrzej
    Misiorek, Pawel
    BEYOND DATABASES, ARCHITECTURES AND STRUCTURES: FACING THE CHALLENGES OF DATA PROLIFERATION AND GROWING VARIETY, 2018, 928 : 207 - 219
  • [40] Cost of Explainability in AI: An Example with Credit Scoring Models
    Dessain, Jean
    Bentaleb, Nora
    Vinas, Fabien
    EXPLAINABLE ARTIFICIAL INTELLIGENCE, XAI 2023, PT I, 2023, 1901 : 498 - 516
12345