Title :
A Comparison Study of Credit Scoring Models
Author :
Zhang, Defu ; Huang, Hongyi ; Chen, Qingshan ; Jiang, Yi
Author_Institution :
Xiamen Univ., Xiamen
Abstract :
In this paper we consider a credit scoring problem. We compare three powerful credit scoring models: genetic programming (GP), backpropagation neural networks (BP) and support vector machines (SVM) when applied to this problem, then we give a combined model. The results show that the combined model produces good classification results.
Keywords :
backpropagation; financial data processing; genetic algorithms; support vector machines; backpropagation neural networks; credit scoring models; genetic programming; support vector machines; Artificial intelligence; Artificial neural networks; Backpropagation; Biological neural networks; Computer science; Genetic programming; Logistics; Predictive models; Support vector machine classification; Support vector machines;
Conference_Titel :
Natural Computation, 2007. ICNC 2007. Third International Conference on
Conference_Location :
Haikou
Print_ISBN :
978-0-7695-2875-5
DOI :
10.1109/ICNC.2007.15
