Neighborhood rough set and SVM based hybrid credit scoring classifier

Expert Systems with Applications

Volumn 38, Issue 9, 2011, Pages 11300-11304

  Ping, Yao ^a   Yongheng, Lu ^a  

^a HEILONGJIANG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Credit scoring; Neighborhood; Rough set; SVM

Indexed keywords

CREDIT SCORING; CREDIT SCORING MODEL; CROSS VALIDATION; GRID SEARCH; HYBRID CLASSIFIER; INPUT FEATURES; LINEAR DISCRIMINANT ANALYSIS; LOGISTIC REGRESSIONS; MODEL PARAMETERS; NEIGHBORHOOD; RBF KERNELS; ROUGH SET; SVM;

DISCRIMINANT ANALYSIS; FEATURE EXTRACTION; NEURAL NETWORKS; OPTIMIZATION;

ROUGH SET THEORY;

EID: 79955599524     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.02.179     Document Type: Article

References (14)

1. M.C. Chen, and S.H. Huang Credit scoring and rejected instances reassigning through evolutionary computation techniques Expert System with Applications 24 4 2003 433 441
2. M.W. Craven, and J.W. Shavlik Using neural networks for data mining Future Generation Computer Systems 13 1997 221 229
3. H.-C. Hsieh Hybrid mining approach in the design of credit scoring models Expert System with Applications 28 4 2005 655 665
4. Q.H. Hu, J.F. Liu, and D.R. Yu Mixed feature selection based on granulation and approximation Knowledge-Based Systems 21 2008 294 304
5. Q.H. Hu, Z.X. Xie, and D.R. Yu Hybrid attribute reduction based on a novel fuzzy-rough model and information granulation Pattern Recognition 40 2007 3509 3521
6. Q.H. Hu, D.R. Yu, and Z.X. Xie Neighborhood classifiers Expert Systems with Application 34 2008 866 876
7. G. Karels, and A. Prakash Multivariate normality and forecasting of business bankruptcy Journal of Business Finance Accounting 14 4 1987 573 593
8. T.S. Lee, C.C. Chiu, C.J. Lu, and I.F. Chen Credit scoring using the hybrid neural discriminant technique Expert Systems with Applications 23 3 2002 245 254
9. Z. Pawlak Rough sets International Journal of Computer and Information Sciences 11 1982 341 356
10. Z. Pawlak Rough sets: Theoretical aspects of reasoning about data 1991 Kluwer Academic Publishing
11. S. Piramuhtu Financial credit-risk evaluation with neural and neurofuzzy systems European Journal of Operational Research 112 1999 310 321
12. A.K. Reichert, C.C. Cho, and G.M. Wangner An examination of the conceptual issues involved in developing credit-scoring models Journal of Business and Economics Statistics 1 1983 101 114
13. L.C. Thomas A survey of credit and behavioral scoring: Forecasting financial risks of lending to customers International Journal of Forecasting 16 2000 149 172
14. D. West Neural network credit scoring models Computers and Operations Research 27 2000 1131 1152 (Pubitemid 30398142)