메뉴 건너뛰기




Volumn 202, Issue 2, 2010, Pages 528-537

Credit scoring for profitability objectives

Author keywords

Credit scoring; Genetic algorithms; OR in banking; Profitability

Indexed keywords

BINARY MODELS; CLASSIFICATION APPROACH; CONSUMER CREDITS; CREDIT SCORING; DECISION RULES; EMPIRICAL STUDIES; FINANCIAL MEASURES; FINITE NUMBER; GENERAL FUNCTIONS; MISSPECIFICATION; MODEL ESTIMATES; OR IN BANKING; PREDICTIVE MODELS; SCORING FUNCTIONS; SUM OF SQUARED ERRORS;

EID: 70349947015     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2009.05.025     Document Type: Article
Times cited : (51)

References (44)
  • 3
    • 0037534150 scopus 로고    scopus 로고
    • Using neural network rule extraction and decision tables for credit-risk evaluation
    • Baesens B., Setiono R., Mues C., and Vanthienen J. Using neural network rule extraction and decision tables for credit-risk evaluation. Management Science 49 3 (2003) 312-329
    • (2003) Management Science , vol.49 , Issue.3 , pp. 312-329
    • Baesens, B.1    Setiono, R.2    Mues, C.3    Vanthienen, J.4
  • 7
    • 70349953324 scopus 로고    scopus 로고
    • On customer lifetime value
    • Edinburgh, Credit Research Centre. University of Edinburgh School of Management
    • Crowder, M., Hand, D.J., Krzanowski, W.J., 2005. On customer lifetime value. Credit Scoring and Credit Control IX, Edinburgh, Credit Research Centre. University of Edinburgh School of Management.
    • (2005) Credit Scoring and Credit Control IX
    • Crowder, M.1    Hand, D.J.2    Krzanowski, W.J.3
  • 8
    • 0005142353 scopus 로고
    • Estimation of the allowance for doubtful accounts by Markov chains
    • Cyert R.M., Davidson H.J., and Thompson G.L. Estimation of the allowance for doubtful accounts by Markov chains. Management Science 8 3 (1962) 287-303
    • (1962) Management Science , vol.8 , Issue.3 , pp. 287-303
    • Cyert, R.M.1    Davidson, H.J.2    Thompson, G.L.3
  • 15
    • 44849134420 scopus 로고    scopus 로고
    • Towards profitability. A utility approach to the credit scoring problem
    • Finlay S.M. Towards profitability. A utility approach to the credit scoring problem. Journal of the Operational Research Society 59 7 (2008) 921-931
    • (2008) Journal of the Operational Research Society , vol.59 , Issue.7 , pp. 921-931
    • Finlay, S.M.1
  • 17
    • 60849085971 scopus 로고    scopus 로고
    • Are we modelling the right thing? The impact of incorrect problem specification in credit scoring
    • Finlay S.M. Are we modelling the right thing? The impact of incorrect problem specification in credit scoring. Expert Systems with Applications 36 5 (2009) 9065-9071
    • (2009) Expert Systems with Applications , vol.36 , Issue.5 , pp. 9065-9071
    • Finlay, S.M.1
  • 18
    • 0041767187 scopus 로고
    • Evolving Bayesian classifiers for credit control - a comparison with other machine learning methods
    • Fogarty T.C., and Ireson N.S. Evolving Bayesian classifiers for credit control - a comparison with other machine learning methods. IMA Journal of Mathematics Applied in Business and Industry 5 1 (1993) 63-75
    • (1993) IMA Journal of Mathematics Applied in Business and Industry , vol.5 , Issue.1 , pp. 63-75
    • Fogarty, T.C.1    Ireson, N.S.2
  • 20
    • 24144464528 scopus 로고    scopus 로고
    • Good practice in retail credit scorecard assessment
    • Hand D.J. Good practice in retail credit scorecard assessment. Journal of the Operational Research Society 56 9 (2005) 1109-1117
    • (2005) Journal of the Operational Research Society , vol.56 , Issue.9 , pp. 1109-1117
    • Hand, D.J.1
  • 27
    • 70349959082 scopus 로고    scopus 로고
    • Ketz, S., Johnson, N.L., 1982. Lachenbruch. In: Discriminant Analysis. Encyclopaedia of Statistical Sciences. 2, Wiley & Sons Inc.
    • Ketz, S., Johnson, N.L., 1982. Lachenbruch. In: Discriminant Analysis. Encyclopaedia of Statistical Sciences. vol. 2, Wiley & Sons Inc.
  • 29
    • 0036602708 scopus 로고    scopus 로고
    • Direct versus indirect credit scoring classifications
    • Li H.G., and Hand D.J. Direct versus indirect credit scoring classifications. Journal of the Operational Research Society 53 6 (2002) 647-654
    • (2002) Journal of the Operational Research Society , vol.53 , Issue.6 , pp. 647-654
    • Li, H.G.1    Hand, D.J.2
  • 30
    • 84984455297 scopus 로고
    • The flat maximum effect and linear scoring models for prediction
    • Lovie A., and Lovie P. The flat maximum effect and linear scoring models for prediction. Journal of Forecasting 5 3 (1986) 159-168
    • (1986) Journal of Forecasting , vol.5 , Issue.3 , pp. 159-168
    • Lovie, A.1    Lovie, P.2
  • 33
    • 70349959079 scopus 로고    scopus 로고
    • MORI Market Dynamics. 2004. Credit Card Debt 'Overstated, Over Reported And Largely A Myth'. 2004. From (Retrieved 08.11.04).
    • MORI Market Dynamics. 2004. Credit Card Debt 'Overstated, Over Reported And Largely A Myth'. 2004. From (Retrieved 08.11.04).
  • 34
  • 37
    • 47149118375 scopus 로고    scopus 로고
    • Kluwer Academic Publishers Group
    • Reeves C.R., and Rowe J.E. Genetic Algorithms - Principles and Perspectives. A Guide to GA Theory (2003), Kluwer Academic Publishers Group
    • (2003) A Guide to GA Theory
    • Reeves, C.R.1    Rowe, J.E.2
  • 38
    • 0035448389 scopus 로고    scopus 로고
    • C. PHAB scores: Proportional hazards analysis behavioural scores
    • Stepanova M., and Thomas L. C. PHAB scores: Proportional hazards analysis behavioural scores. Journal of the Operational Research Society 52 9 (2001) 1007-1016
    • (2001) Journal of the Operational Research Society , vol.52 , Issue.9 , pp. 1007-1016
    • Stepanova, M.1    Thomas, L.2
  • 39
    • 0036508197 scopus 로고    scopus 로고
    • Survival analysis methods for personal loan data
    • Stepanova M., and Thomas L.C. Survival analysis methods for personal loan data. Operations Research 50 2 (2002) 277-289
    • (2002) Operations Research , vol.50 , Issue.2 , pp. 277-289
    • Stepanova, M.1    Thomas, L.C.2
  • 41
    • 0035401323 scopus 로고    scopus 로고
    • Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
    • Thomas L.C., Ho J., and Scherer W.T. Time will tell: Behavioural scoring and the dynamics of consumer credit assessment. IMA Journal of Management Mathematics 12 1 (2001) 89-103
    • (2001) IMA Journal of Management Mathematics , vol.12 , Issue.1 , pp. 89-103
    • Thomas, L.C.1    Ho, J.2    Scherer, W.T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.