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Machine learning-based classifiers ensemble for credit risk assessment

Pandey, Trilok Nath; Jagadev, Alok Kumar; Choudhury, D.; … - In: International journal of electronic finance : IJEF 7 (2013) 3/4, pp. 227-249

Persistent link: https://www.econbiz.de/10010400393

Credit–Risk Assessment Using Support Vectors Machine and Multilayer Neural Network Models: A Comparative Study Case of a Tunisian Bank

KARAA, Adel; KRICHENE, Aida - In: Journal of Accounting and Management Information Systems 11 (2012) 4, pp. 587-620

two different statistical methods of classification (artificial neural network and Support Vector Machine). We use a … Neural Network models outperform the SVM models in terms of global good classification rates and of reduction of Error type I …. In fact, the good classification rates are respectively 90.2% (NNM) and 70.13% (SVM) for the in-sample set and the error …

Persistent link: https://www.econbiz.de/10010607529

Foreign versus domestic banks’ performance in the UK: a multicriteria approach

Kosmidou, K.; Pasiouras, F.; Doumpos, M.; Zopounidis, C. - In: Computational Management Science 1 (2004) 3, pp. 329-343

Although the banking sector in the UK is one of the most open and it is characterized by an increasing foreign bank presence, it remains relatively under-researched compared to studies for other countries. The objective of this paper is to investigate the performance of the UK banking sector...

Persistent link: https://www.econbiz.de/10005370542

Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach

Doumpos, Michael; Pasiouras, Fotios - In: Computational Economics 25 (2005) 4, pp. 327-341

replicate the credit ratings issued by a rating agency. The analysis is based on a multicriteria classification method used in … models and a comparison is performed with other parametric and non-parametric classification methods. The results indicate …

Persistent link: https://www.econbiz.de/10005674208

An exact algorithm for the multicriteria ordered clustering problem

De Smet, Yves; Nemery, Philippe; Selvaraj, Ramkumar - In: Omega 40 (2012) 6, pp. 861-869

In the context of multicriteria decision aid, we address the problem of regrouping alternatives into completely ordered categories based on valued preference degrees. We assume that the number of groups is fixed a priori. This will be referred to as the multicriteria ordered clustering problem....

Persistent link: https://www.econbiz.de/10010573971

Enriching descriptive information in ranking and sorting problems with visualizations techniques

Nemery, Philippe; Ishizaka, Alessio; Camargo, Mauricio; … - In: Journal of Modelling in Management 7 (2012) 2, pp. 130-147

Purpose – Most of the proposed decision aid methods provide the user only with a prescriptive approach (quantitative analysis) without any descriptive approach (qualitative analysis). It is therefore not possible to justify and recommend ways of improvement. The purpose of this paper is to...

Persistent link: https://www.econbiz.de/10014881556

2013 Awards for Excellence

In: Journal of Modelling in Management 9 (2014) 1

Persistent link: https://www.econbiz.de/10014881710

Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective

Hayashi, Yoichi - In: Operations Research Perspectives 3 (2016), pp. 32-42

Historically, the assessment of credit risk has proved to be both highly important and extremely difficult. Currently, financial institutions rely on the use of computer-generated credit scores for risk assessment. However, automated risk evaluations are currently imperfect, and the loss of vast...

Persistent link: https://www.econbiz.de/10011825930

Financial inclusion in emerging economies: The application of machine learning and artificial intelligence in credit risk assessment

Mhlanga, David - In: International Journal of Financial Studies 9 (2021) 3, pp. 1-16

In banking and finance, credit risk is among the important topics because the process of issuing a loan requires a lot of attention to assessing the possibilities of getting the loaned money back. At the same time in emerging markets, the underbanked individuals cannot access traditional forms...

Persistent link: https://www.econbiz.de/10013200364

A credit risk assessment model based on SVM for small and medium enterprises in supply chain finance

Zhang, Lang; Hu, Haiqing; Zhang, Dan - In: Financial Innovation 1 (2015) 14, pp. 1-21

model. This new assessment model based on SVM can raise the accuracy of classification between good credit and bad credit …

Persistent link: https://www.econbiz.de/10011808202

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