Published in: 14th International Industrial Engineering Conference
COI code: IIEC14_017
Paper Language: English
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Authors Developing a credit scoring model using a Function and induction- based evolutionary algorithmsomayeh mousavi - Ayatollah Haeri University of Meybod, Yazd, Iran
Abstract:Credit risk measurement and management is one of the most important and critical subjects in bank lending decisions. Credit scoring models are used to distinguish good loan applicants from bad ones. So far, a lot of classical and artiﬁcial intelligence techniques are applied in credit scoring applications. According to the previous researches, the artiﬁcial intelligence techniques outperform the others signiﬁcantly. From another point of view, credit scoring models can be categorized into two groups; function-based and induction-based methods. Although the ﬁmction-based methods are powerful in extracting accurate scoring models, however they suffer from interpretability issues. In this paper genetic programming, as an artiﬁcial intelligence technique, has been extended to integrate the advantages of function-based and induction-based approaches in one credit scoring model. Thereafter, an artiﬁcial neural network-genetic algorithm hybrid system is proposed as an alternative for the previous model. The proposed models are implemented on a well-known real world credit application cases from the German credit data set. Comparison results show the proposed genetic programming model is superior to the other models have been applied on the same data set.
Keywords:credit scoring; genetic programming; artiﬁcial neural networks; genetic algorithm; function-based model; induction-based model
COI code: IIEC14_017
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mousavi, somayeh, 2017, Developing a credit scoring model using a Function and induction- based evolutionary algorithm, 14th International Industrial Engineering Conference, تهران, انجمن مهندسي صنايع ايران - دانشگاه علم و صنعت ايران, https://www.civilica.com/Paper-IIEC14-IIEC14_017.htmlInside the text, wherever referred to or an achievement of this article is mentioned, after mentioning the article, inside the parental, the following specifications are written.
First Time: (mousavi, somayeh, 2017)
Second and more: (mousavi, 2017)
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Type: state university
Paper No.: 467
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