메뉴 건너뛰기




Volumn 210, Issue 2, 2011, Pages 368-378

Multiple classifier architectures and their application to credit risk assessment

Author keywords

Classifier combination; Classifier ensembles; Credit scoring; Data mining; OR in banking

Indexed keywords

ADABOOST; BOOSTING ALGORITHM; CLASSIFICATION DECISION; CLASSIFIER COMBINATION; CLASSIFIER ENSEMBLES; CREDIT RISK ASSESSMENT; CREDIT RISKS; CREDIT SCORING; EMPIRICAL RESULTS; INDIVIDUAL CLASSIFIERS; MULTICLASSIFIER SYSTEM; MULTIPLE CLASSIFIER SYSTEMS; MULTIPLE CLASSIFIERS; OR IN BANKING;

EID: 78650417769     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.09.029     Document Type: Article
Times cited : (187)

References (65)
  • 2
    • 0037534150 scopus 로고    scopus 로고
    • Using neural network rule extraction and decision tables for credit-risk evaluation
    • B. Baesens, R. Setiono, C. Mues, and J. Vanthienen Using neural network rule extraction and decision tables for credit-risk evaluation Management Science 49 2003 312 329
    • (2003) Management Science , vol.49 , pp. 312-329
    • Baesens, B.1    Setiono, R.2    Mues, C.3    Vanthienen, J.4
  • 6
    • 78650420524 scopus 로고    scopus 로고
    • Bank of England Bank of England
    • Bank of England (2010b). Trends in Lending June 2010. Bank of England.
    • (2010) Trends in Lending June 2010
  • 8
    • 0030211964 scopus 로고    scopus 로고
    • Bagging predictors
    • L. Breiman Bagging predictors Machine Learning 24 1996 123 140 (Pubitemid 126724382)
    • (1996) Machine Learning , vol.24 , Issue.2 , pp. 123-140
    • Breiman, L.1
  • 9
    • 0346786584 scopus 로고    scopus 로고
    • Arcing classifiers
    • L. Breiman Arcing classifiers The Annals of Statistics 28 1998 149 801 (Pubitemid 128127079)
    • (1998) Annals of Statistics , vol.26 , Issue.3 , pp. 801-823
    • Breiman, L.1
  • 10
    • 0035478854 scopus 로고    scopus 로고
    • Random forests
    • DOI 10.1023/A:1010933404324
    • L. Breiman Random forests Machine Learning 45 2001 5 32 (Pubitemid 32933532)
    • (2001) Machine Learning , vol.45 , Issue.1 , pp. 5-32
    • Breiman, L.1
  • 14
    • 0030291564 scopus 로고    scopus 로고
    • A comparison of neural networks and linear scoring models in the credit union environment
    • V.S. Desai, J.N. Crook, and G.A. Overstreet A comparison of neural networks and linear scoring models in the credit union environment European Journal of Operational Research 95 1996 24 37
    • (1996) European Journal of Operational Research , vol.95 , pp. 24-37
    • Desai, V.S.1    Crook, J.N.2    Overstreet, G.A.3
  • 15
    • 0000259511 scopus 로고    scopus 로고
    • Approximate statistical tests for comparing supervised classification learning algorithms
    • T.G. Dietterich Approximate statistical tests for comparing supervised classification learning algorithms Neural Computation 10 1998 1895 1923
    • (1998) Neural Computation , vol.10 , pp. 1895-1923
    • Dietterich, T.G.1
  • 19
    • 60849085971 scopus 로고    scopus 로고
    • Are we modelling the right thing? the impact of incorrect problem specification in credit scoring
    • S.M. Finlay Are we modelling the right thing? The impact of incorrect problem specification in credit scoring Expert Systems with Applications 36 2009 9065 9071
    • (2009) Expert Systems with Applications , vol.36 , pp. 9065-9071
    • Finlay, S.M.1
  • 20
    • 0035371148 scopus 로고    scopus 로고
    • An adaptive version of the boost by majority algorithm
    • DOI 10.1023/A:1010852229904
    • Y. Freund An adaptive version of the boost by majority algorithm Machine Learning 43 2001 293 318 (Pubitemid 32471836)
    • (2001) Machine Learning , vol.43 , Issue.3 , pp. 293-318
    • Freund, Y.1
  • 21
    • 0031211090 scopus 로고    scopus 로고
    • A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting
    • Y. Freund, and R.E. Schapire A decision-theoretic generalization of on-line learning and an application to boosting Journal of Computer and System Sciences 55 1997 119 139 (Pubitemid 127433398)
    • (1997) Journal of Computer and System Sciences , vol.55 , Issue.1 , pp. 119-139
    • Freund, Y.1    Schapire, R.E.2
  • 22
    • 0034164230 scopus 로고    scopus 로고
    • ADDITIVE LOGISTIC REGRESSION: A STATISTICAL VIEW OF BOOSTING
    • J.H. Friedman, T. Hastie, and R. Tibshirani Additive logistic regression: a statistical view of boosting The Annals of Statistics 28 2000 337 374 (Pubitemid 33227445)
    • (2000) Annals of Statistics , vol.28 , Issue.SPI2 , pp. 337-407
    • Friedman, J.1    Hastie, T.2    Tibshirani, R.3
  • 24
    • 24144464528 scopus 로고    scopus 로고
    • Good practice in retail credit scorecard assessment
    • D.J. Hand Good practice in retail credit scorecard assessment Journal of the Operational Research Society 56 2005 1109 1117
    • (2005) Journal of the Operational Research Society , vol.56 , pp. 1109-1117
    • Hand, D.J.1
  • 25
    • 33745886270 scopus 로고    scopus 로고
    • Classifier technology and the illusion of progress
    • D.J. Hand Classifier technology and the illusion of progress Statistical Science 21 2006 1 15
    • (2006) Statistical Science , vol.21 , pp. 1-15
    • Hand, D.J.1
  • 27
    • 24144476978 scopus 로고    scopus 로고
    • Optimal bipartite scorecards
    • DOI 10.1016/j.eswa.2005.04.032, PII S0957417405000850
    • D.J. Hand, S.Y. Sohn, and Y. Kim Optimal bipartite scorecards Expert Systems with Applications 29 2005 684 690 (Pubitemid 41230790)
    • (2005) Expert Systems with Applications , vol.29 , Issue.3 , pp. 684-690
    • Hand, D.J.1    Sohn, S.Y.2    Kim, Y.3
  • 29
    • 1542603058 scopus 로고    scopus 로고
    • A k-nearest-neighbour classifier for assessing consumer credit risk
    • W.E. Henley, and D.J. Hand A k-nearest-neighbour classifier for assessing consumer credit risk Statistician 45 1996 77 95
    • (1996) Statistician , vol.45 , pp. 77-95
    • Henley, W.E.1    Hand, D.J.2
  • 31
    • 0012830886 scopus 로고    scopus 로고
    • Statistical classification
    • PII S0083665697000457
    • J. Kittler Statistical classification Vistas in Astronomy 41 1997 405 410 (Pubitemid 127816993)
    • (1997) Vistas in Astronomy , vol.41 , Issue.3 , pp. 405-410
    • Kittler, J.1
  • 32
    • 22444454265 scopus 로고    scopus 로고
    • Combining classifiers: A theoretical framework
    • J. Kittler Combining classifiers: a theoretical framework Pattern Analysis and Applications 1 1998 18 27 (Pubitemid 128697160)
    • (1998) Pattern Analysis and Applications , vol.1 , Issue.1 , pp. 18-27
    • Kittler, J.1
  • 33
    • 26444516836 scopus 로고    scopus 로고
    • Combining Pattern Classifiers
    • Wiley Hoboken, New Jersey
    • L.I. Kuncheva Combining Pattern Classifiers Methods and Algorithms 2004 Wiley Hoboken, New Jersey
    • (2004) Methods and Algorithms
    • Kuncheva, L.I.1
  • 35
    • 0034830461 scopus 로고    scopus 로고
    • Decision templates for multiple classifier fusion: an experimental comparison
    • DOI 10.1016/S0031-3203(99)00223-X
    • L.I. Kuncheva, J.C. Bezdek, and R.P.W. Duin Decision templates for multiple classifier fusion: an experimental comparison Pattern Recognition 34 2001 299 314 (Pubitemid 32871876)
    • (2001) Pattern Recognition , vol.34 , Issue.2 , pp. 299-314
    • Kuncheva, L.I.1    Bezdek, J.C.2    Duin, R.P.W.3
  • 38
    • 0035457787 scopus 로고    scopus 로고
    • Multiple classifiers combination by clustering and selection
    • DOI 10.1016/S1566-2535(01)00033-1, PII S1566253501000331
    • R. Liu, and B. Yuan Multiple classifiers combination by clustering and selection Information Fusion 2 2001 163 169 (Pubitemid 33396498)
    • (2001) Information Fusion , vol.2 , Issue.3 , pp. 163-168
    • Liu, R.1    Yuan, B.2
  • 40
    • 34447292534 scopus 로고    scopus 로고
    • Comprehensible credit scoring models using rule extraction from support vector machines
    • DOI 10.1016/j.ejor.2006.04.051, PII S0377221706011878
    • D. Martens, B. Baesens, T. Van Gestel, and J. Vanthienen Comprehensible credit scoring models using rule extraction from support vector machines European Journal of Operational Research 183 2007 1479 1488 (Pubitemid 47039190)
    • (2007) European Journal of Operational Research , vol.183 , Issue.3 , pp. 1466-1476
    • Martens, D.1    Baesens, B.2    Van Gestel, T.3    Vanthienen, J.4
  • 44
    • 0002258481 scopus 로고
    • Survival Analysis and the Credit Granting Decision
    • B. Narain Survival Analysis and the Credit Granting Decision L.C. Thomas, J.N. Crook, D.B. Edelman, Credit Scoring and Credit Control 1992 Clarendon Press Oxford 109 122
    • (1992) Credit Scoring and Credit Control , pp. 109-122
    • Narain, B.1
  • 47
    • 0001384863 scopus 로고
    • Quantitative methods in credit management: A survey
    • E. Rosenberg, and A. Gleit Quantitative methods in credit management: a survey Operations Research 42 1994 589 613
    • (1994) Operations Research , vol.42 , pp. 589-613
    • Rosenberg, E.1    Gleit, A.2
  • 49
    • 0025448521 scopus 로고
    • Strength of weak learnability
    • DOI 10.1023/A:1022648800760
    • R. Schapire Strength of weak learnability Journal of Machine Learning 5 1990 197 227 (Pubitemid 20721695)
    • (1990) Machine Learning , vol.5 , Issue.2 , pp. 197-227
    • Schapire Robert, E.1
  • 52
    • 0035448389 scopus 로고    scopus 로고
    • PHAB scores: proportional hazards analysis behavioural scores
    • M. Stepanova, and L.C. Thomas PHAB scores: proportional hazards analysis behavioural scores Journal of the Operational Research Society 52 2001 1007 1016 (Pubitemid 32828601)
    • (2001) Journal of the Operational Research Society , vol.52 , Issue.9 , pp. 1007-1016
    • Stepanova, M.1    Thomas, L.C.2
  • 53
    • 79955402687 scopus 로고    scopus 로고
    • The Federal Reserve Board The Federal Reserve Board
    • The Federal Reserve Board. (2010a). Federal Reserve Statistical Release G.19. The Federal Reserve Board.
    • (2010) Federal Reserve Statistical Release G.19
  • 54
    • 78650415313 scopus 로고    scopus 로고
    • The Federal Reserve Board The Federal Reserve Board
    • The Federal Reserve Board. (2010b). Charge-off and Delinquency Rates. The Federal Reserve Board.
    • (2010) Charge-off and Delinquency Rates
  • 57
    • 0035401323 scopus 로고    scopus 로고
    • Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
    • DOI 10.1093/imaman/12.1.89
    • L.C. Thomas, J. Ho, and W.T. Scherer Time will tell: behavioural scoring and the dynamics of consumer credit assessment IMA Journal of Management Mathematics 12 2001 89 103 (Pubitemid 34775605)
    • (2001) IMA Journal Management Mathematics , vol.12 , Issue.1 , pp. 89-103
    • Thomas, L.C.1    Ho, J.2    Scherer, W.T.3
  • 59
    • 4544265414 scopus 로고    scopus 로고
    • Multiple classifier implementation of a divide and conquer approach using appearance-based statistical methods for face recognition
    • O. Toygar, and A. Acan Multiple classifier implementation of a divide and conquer approach using appearance-based statistical methods for face recognition Pattern Recognition Letters 25 2004 1421 1430
    • (2004) Pattern Recognition Letters , vol.25 , pp. 1421-1430
    • Toygar, O.1    Acan, A.2
  • 61
    • 0034118581 scopus 로고    scopus 로고
    • Neural network credit scoring models
    • DOI 10.1016/S0305-0548(99)00149-5, PII S0305054899001495, Neural Networks in Business
    • D. West Neural network credit scoring models Computers and Operations Research 27 2000 1131 1152 (Pubitemid 30398142)
    • (2000) Computers and Operations Research , vol.27 , Issue.11-12 , pp. 1131-1152
    • West, D.1
  • 62
    • 13544268431 scopus 로고    scopus 로고
    • Neural network ensemble strategies for financial decision applications
    • DOI 10.1016/j.cor.2004.03.017, PII S0305054804000693, Application of Neural Networks
    • D. West, S. Dellana, and J. Qian Neural network ensemble strategies for financial decision applications Computers and Operations Research 32 2005 2543 2559 (Pubitemid 40219760)
    • (2005) Computers and Operations Research , vol.32 , Issue.10 , pp. 2543-2559
    • West, D.1    Dellana, S.2    Qian, J.3
  • 63
    • 27344449456 scopus 로고    scopus 로고
    • The neglog transformation and quantite regression for the analysis of a large credit scoring database
    • DOI 10.1111/j.1467-9876.2005.00520.x
    • J. Whittaker, C. Whitehead, and M. Somers The neglog transformation and quantile regression for the analysis of a large credit scoring database Journal of the Royal Statistical Society Series C-Applied Statistics 54 2005 863 878 (Pubitemid 41524359)
    • (2005) Journal of the Royal Statistical Society. Series C: Applied Statistics , vol.54 , Issue.5 , pp. 863-878
    • Whittaker, J.1    Whitehead, C.2    Somers, M.3
  • 65
    • 0036639370 scopus 로고    scopus 로고
    • A Bayesian framework for the combination of classifier outputs
    • DOI 10.1057/palgrave.jors.2601262
    • H. Zhu, P.A. Beling, and G.A. Overstreet A Bayesian framework for the combination of classifier outputs Journal of the Operational Research Society 53 2002 719 727 (Pubitemid 34777456)
    • (2002) Journal of the Operational Research Society , vol.53 , Issue.7 , pp. 719-727
    • Zhu, H.1    Beling, P.A.2    Overstreet, G.A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.