메뉴 건너뛰기




Volumn , Issue , 2013, Pages 378-383

Credit scoring using data mining techniques with particular reference to Sudanese banks

Author keywords

artificial neural network; credit scoring; Data mining; decision tree; genetic algorithms; principal component analysis

Indexed keywords

COMPUTATIONAL INTELLIGENCE TECHNIQUES; CREDIT EVALUATIONS; CREDIT SCORING; CREDIT SCORING MODEL; HYBRID MODEL; KEY SUCCESS FACTORS; MINING CLASSIFICATION; SELECTION TECHNIQUES;

EID: 84889569998     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCEEE.2013.6633966     Document Type: Conference Paper
Times cited : (14)

References (49)
  • 3
    • 84889586572 scopus 로고    scopus 로고
    • What gave rise to the credit crisis
    • A.B.Russell " What Gave Rise to the Credit Crisis, " in UICIFD E-Book2010: http://blogs.law.uiowa.edu/ebook/sites/default/files/Part-5-1.pdf.p. 1-19.
    • (2010) UICIFD E-Book , pp. 1-19
    • Russell, A.B.1
  • 4
    • 85104787192 scopus 로고    scopus 로고
    • Credit scoring , statistical techniques and evaluation criteria :A review of the literature
    • H.Abdou and J.Pointon, " Credit Scoring , Statistical Techniques and Evaluation Criteria : A Review of the Literature, " Intelligent Systems in Accounting, Finance &Management., 2011.18(2-3): p.59-88.
    • (2011) Intelligent Systems in Accounting, Finance &Management. , vol.18 , Issue.2-3 , pp. 59-88
    • Abdou, H.1    Pointon, J.2
  • 5
    • 0038209756 scopus 로고    scopus 로고
    • Benchmarking state-of-The-art classification algorithms for credit scoring
    • B.Baesens, et al., "Benchmarking state-of-The-art classification algorithms for credit scoring, " Journal of the Operational Research Society, 2003.54(6): p.627-635.
    • (2003) Journal of the Operational Research Society , vol.54 , Issue.6 , pp. 627-635
    • Baesens, B.1
  • 7
    • 36948999941 scopus 로고    scopus 로고
    • Irvine, CA:University of California, School of Information and Computer Science
    • A.Asuncion and D.J.Newman, UCI machine learning repository,2007, http://www.ics.uci.edu/~mlearn/MLRepository.html:Irvine, CA:University of California, School of Information and Computer Science .
    • (2007) UCI Machine Learning Repository
    • Asuncion, A.1    Newman, D.J.2
  • 9
    • 0034118581 scopus 로고    scopus 로고
    • Neural network credit scoring models
    • D.West, " Neural network credit scoring models, " Computers &Operations Research 2000.27 p.1131-1152.
    • (2000) Computers &Operations Research , vol.27 , pp. 1131-1152
    • West, D.1
  • 10
    • 84872846041 scopus 로고    scopus 로고
    • Enterprise credit risk evaluation models : A review of current research trends
    • M.-c.Lee, "Enterprise Credit Risk Evaluation models : A Review of Current Research Trends," International Journal of Computer Applications, 2012.44(11): p.37-44.
    • (2012) International Journal of Computer Applications , vol.44 , Issue.11 , pp. 37-44
    • Lee, M.-c.1
  • 11
    • 79957983304 scopus 로고    scopus 로고
    • Using data mining to improve assessment of credit worthiness via credit scoring models
    • B.Wah, S.Huat, N.Huselina, and M.Husain, " Using data mining to improve assessment of credit worthiness via credit scoring models, " Expert Systems With Applications, 2011.38(10): p.13274-13283.
    • (2011) Expert Systems with Applications , vol.38 , Issue.10 , pp. 13274-13283
    • Wah, B.1    Huat, S.2    Huselina, N.3    Husain, M.4
  • 12
    • 58149103964 scopus 로고    scopus 로고
    • A two-step method to construct credit scoring models with data mining techniques
    • H.C.Koh and W.C.Tan, "A Two-step Method to Construct Credit Scoring Models with Data Mining Techniques, " International Journal of Business and Information, 2006.1(1): p.96-118.
    • (2006) International Journal of Business and Information , vol.1 , Issue.1 , pp. 96-118
    • Koh, H.C.1    Tan, W.C.2
  • 14
    • 26444554549 scopus 로고    scopus 로고
    • Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
    • T.-S.Lee, C.-C.Chiu, Y.-C.Chou, and C.-J.Lu " Mining the customer credit using classification and regression tree and multivariate adaptive regression splines, " Computational Statistics &Data Analysis, 2006.50(4): p.1113-1130.
    • (2006) Computational Statistics &Data Analysis , vol.50 , Issue.4 , pp. 1113-1130
    • Lee, T.-S.1    Chiu, C.-C.2    Chou, Y.-C.3    Lu, C.-J.4
  • 17
    • 84889566202 scopus 로고    scopus 로고
    • A hybrid model using decision tree and neural network for credit scoring problem
    • A.Arzy Soltan and M.Mehrabioun Mohammadi "A hybrid model using decision tree and neural network for credit scoring problem," Management Science Letters, 2012.2(5): p.1683-1688.
    • (2012) Management Science Letters , vol.2 , Issue.5 , pp. 1683-1688
    • Arzy Soltan, A.1    Mohammadi, M.M.2
  • 20
    • 62949192043 scopus 로고    scopus 로고
    • A new approach based on a rough set and a decision tree to bank customer credit evaluation
    • IEEE Xiamen, China
    • Y.Jiang, X.Zhou, and D.Zhang "A New Approach Based on a Rough Set and a Decision Tree to Bank Customer Credit Evaluation, " International Symposium on IT in Medicine and Education2008, IEEE Xiamen, China.p.61-65.
    • (2008) International Symposium on IT in Medicine and Education , pp. 61-65
    • Jiang, Y.1    Zhou, X.2    Zhang, D.3
  • 21
    • 45049088395 scopus 로고    scopus 로고
    • Neural nets versus conventional techniques in credit scoring in Egyptian banking
    • H.Abdou, J.Pointon, and A.El-Masry " Neural nets versus conventional techniques in credit scoring in Egyptian banking, " Expert Systems with Applications, 2008.35: p.1275-1292.
    • (2008) Expert Systems with Applications , vol.35 , pp. 1275-1292
    • Abdou, H.1    Pointon, J.2    El-Masry, A.3
  • 22
    • 56349099298 scopus 로고    scopus 로고
    • The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients
    • I.-C.Yeh and C.-h.Lien "The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients, " Expert Systems with Applications, 2009.36(2): p.2473-2480.
    • (2009) Expert Systems with Applications , vol.36 , Issue.2 , pp. 2473-2480
    • Yeh, I.-C.1    Lien, C.-H.2
  • 23
    • 78649516309 scopus 로고    scopus 로고
    • Neural networks for credit risk evaluation: Investigation of different neural models and learning schemes
    • A.Khashman "Neural networks for credit risk evaluation: Investigation of different neural models and learning schemes, " Expert Systems with Applications, 2010.37(9): p.6233-6239.
    • (2010) Expert Systems with Applications , vol.37 , Issue.9 , pp. 6233-6239
    • Khashman, A.1
  • 24
    • 84865475687 scopus 로고    scopus 로고
    • Credit scoring using soft computing schemes : A comparison between support vector machines and artificial neural networks
    • London, UK: Springer-Verlag Berlin Heidelberg
    • N.Nwulu, S.Oroja, and M.Ilkan "Credit Scoring Using Soft Computing Schemes : A Comparison between Support Vector Machines and Artificial Neural Networks," in nternational Conference, DEIS .2011.London, UK: Springer-Verlag Berlin Heidelberg.
    • (2011) Nternational Conference, DEIS
    • Nwulu, N.1    Oroja, S.2    Ilkan, M.3
  • 25
    • 84866102435 scopus 로고    scopus 로고
    • Credit scoring models for the microfinance industry using neural networks: Evidence from Peru
    • A.Blanco, R.Pino-Mejías, J.Lara, and S.Rayo, "Credit scoring models for the microfinance industry using neural networks: Evidence from Peru," Expert Systems with Applications, 2013.40(1): p.356-364.
    • (2013) Expert Systems with Applications , vol.40 , Issue.1 , pp. 356-364
    • Blanco, A.1    Pino-Mejías, R.2    Lara, J.3    Rayo, S.4
  • 27
    • 16244405300 scopus 로고    scopus 로고
    • Building credit scoring models using genetic programming
    • C.Ong, J.Huang, and G.Tzeng " Building credit scoring models using genetic programming," Expert Systems with Applications, 2005.29(1): p.41-47.
    • (2005) Expert Systems with Applications , vol.29 , Issue.1 , pp. 41-47
    • Ong, C.1    Huang, J.2    Tzeng, G.3
  • 28
    • 84864445315 scopus 로고    scopus 로고
    • Hybrid system with genetic algorithm and artificial neural networks and its application to retail credit risk assessment
    • S.Oreski, D.Oreski, and G.Oreski, "Hybrid system with genetic algorithm and artificial neural networks and its application to retail credit risk assessment, " Expert Systems with Applications, 2012.39: p.12605-12617.
    • (2012) Expert Systems with Applications , vol.39 , pp. 12605-12617
    • Oreski, S.1    Oreski, D.2    Oreski, G.3
  • 29
    • 84861829432 scopus 로고    scopus 로고
    • An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data
    • S.Akkoç, "An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data, " European Journal of Operational Research, 2012.222(1): p.168-178.
    • (2012) European Journal of Operational Research , vol.222 , Issue.1 , pp. 168-178
    • Akkoç, S.1
  • 30
    • 0037534150 scopus 로고    scopus 로고
    • Using neural network rule extraction and decision tables for credit-risk evaluation
    • B.Baesens, R.Setiono, C.Mues, J.Vanthienen, and K.Ridge, "Using Neural Network Rule Extraction and Decision Tables for Credit-Risk Evaluation, " Management Science, 2003.49(3): p.312-329.
    • (2003) Management Science , vol.49 , Issue.3 , pp. 312-329
    • Baesens, B.1    Setiono, R.2    Mues, C.3    Vanthienen, J.4    Ridge, K.5
  • 32
    • 56349130760 scopus 로고    scopus 로고
    • Support vector machines for credit scoring and discovery of significant features
    • T.Bellotti and J.Crook, "Support vector machines for credit scoring and discovery of significant features," Expert Systems with Applications, 2009.36(2): p.3302-3308.
    • (2009) Expert Systems with Applications , vol.36 , Issue.2 , pp. 3302-3308
    • Bellotti, T.1    Crook, J.2
  • 33
    • 84867087478 scopus 로고    scopus 로고
    • A new credit scoring method based on improved fuzzy support vector machine
    • IEEE: China
    • B.Tang and S.Qiu, "A new Credit Scoring Method Based on Improved Fuzzy Support Vector Machine," Computer Science and Automation Engineering (CSAE)2012, IEEE: China.p.73-75.
    • (2012) Computer Science and Automation Engineering (CSAE) , pp. 73-75
    • Tang, B.1    Qiu, S.2
  • 35
    • 0005243849 scopus 로고    scopus 로고
    • Credit scoring models in the credit union environment using neural networks and genetic algorithms
    • C.J.Desai V., and Overstreet G., "Credit Scoring Models in the Credit Union Environment Using Neural Networks and Genetic Algorithms," Computer Journal of Mathematics Applied in Business and Industry, 1997.8(4): p.324-346.
    • (1997) Computer Journal of Mathematics Applied in Business and Industry , vol.8 , Issue.4 , pp. 324-346
    • Desai, V.C.J.1    Overstreet, G.2
  • 37
    • 81455150116 scopus 로고    scopus 로고
    • Enhancement of transparency and accuracy of credit scoring models through genetic fuzzy classifier
    • A.Lahsasna, R.N.Ainon, and T.Y.Wah, "Enhancement of transparency and accuracy of credit scoring models through genetic fuzzy classifier," Maejo International Journal of Science and Technology, vol.4, pp.136-158, 2010.
    • (2010) Maejo International Journal of Science and Technology , vol.4 , pp. 136-158
    • Lahsasna, A.1    Ainon, R.N.2    Wah, T.Y.3
  • 39
    • 79960556588 scopus 로고    scopus 로고
    • Alert correlation in collaborative intelligent intrusion detection systems-A survey
    • H.T.Elshoush and I.M.Osman, "Alert correlation in collaborative intelligent intrusion detection systems-A survey," Applied Soft Computing, 2011.11: p.4349-4365.
    • (2011) Applied Soft Computing , vol.11 , pp. 4349-4365
    • Elshoush, H.T.1    Osman, I.M.2
  • 41
    • 77956619458 scopus 로고    scopus 로고
    • A comparative assessment of ensemble learning for credit scoring
    • G.Wang, J.Hao, J.Ma, and H.Jiang, "A comparative assessment of ensemble learning for credit scoring," Expert Systems with Applications, 2011.38: p.223-230.
    • (2011) Expert Systems with Applications , vol.38 , pp. 223-230
    • Wang, G.1    Hao, J.2    Ma, J.3    Jiang, H.4
  • 42
    • 71349085322 scopus 로고    scopus 로고
    • Multiple classifier application to credit risk assessment
    • B.Twala, "Multiple classifier application to credit risk assessment," Expert Systems with Applications, 2010.37: p.3326-3336.
    • (2010) Expert Systems with Applications , vol.37 , pp. 3326-3336
    • Twala, B.1
  • 43
    • 67349195042 scopus 로고    scopus 로고
    • Genetic programming for credit scoring: The case of Egyptian public sector banks
    • H.Abdou, "Genetic programming for credit scoring: The case of Egyptian public sector banks," Expert Systems with Applications 2009.36: p.11402-11417.
    • (2009) Expert Systems with Applications , vol.36 , pp. 11402-11417
    • Abdou, H.1
  • 45
    • 84889584168 scopus 로고    scopus 로고
    • Application of artificial intelligence techniques for credit risk evaluation
    • A.Ghodselahi and A.Amirmadhi, "Application of Artificial Intelligence Techniques for Credit Risk Evaluation," International Journal of Modeling and Optimization, 2011.1(3):p.243-249.
    • (2011) International Journal of Modeling and Optimization , vol.1 , Issue.3 , pp. 243-249
    • Ghodselahi, A.1    Amirmadhi, A.2
  • 47
    • 0042669840 scopus 로고    scopus 로고
    • Explaining the output of ensembles in medical decision support on a case by case basis
    • R.Wall, P.Cunningham, P.Walsh, and S.Byrne, "Explaining the output of ensembles in medical decision support on a case by case basis," Artificial Intelligence in Medicine, 2003.28: p.191-206.
    • (2003) Artificial Intelligence in Medicine , vol.28 , pp. 191-206
    • Wall, R.1    Cunningham, P.2    Walsh, P.3    Byrne, S.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.