Title :
Conditional Markov Network Hybrid Classifiers Using on Client Credit Scoring
Author :
Wang Shuangcheng ; Leng Cuiping ; Zhang Piqiang
Author_Institution :
Sch. of Math. & Inf., Shanghai Lixin Univ. of Commerce, Shanghai, China
Abstract :
The client credit scoring is an effective method of credit risk management. At present, the credit scoring of client mainly relies on the weighted sum of each index on index system. However, it results in ineffective using of historical information and the dependency information between indexes. In this paper, a conditional Markov network hybrid classifier is proposed for client credit scoring and existing problem can be avoided. In the classifier, basic index can be discrete or continuous. Furthermore, the quantitative analysis can be accomplished along with customer credit scoring.
Keywords :
Markov processes; credit transactions; financial data processing; risk management; client credit scoring; conditional Markov network hybrid classifier; credit risk management; customer credit scoring; Business; Classification tree analysis; Computer networks; Computer science; Finance; Markov random fields; Mathematical model; Mathematics; Predictive models; Risk management; Markov network; credit risk; naive Bayes classifier;
Conference_Titel :
Computer Science and Computational Technology, 2008. ISCSCT '08. International Symposium on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3746-7
DOI :
10.1109/ISCSCT.2008.337