An application of locally linear model tree algorithm with combination of feature selection in credit scoring

被引：15

作者：

Siami, Mohammad ^{[1
]}

Gholamian, Mohammad Reza ^{[1
]}

Basiri, Javad ^{[2
]}

机构：

[1] Iran Univ Sci & Technol, Sch Ind Engn, Tehran, Iran

[2] Univ Tehran, Dept Elect & Comp Engn, Tehran, Iran

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2014年 / 45卷 / 10期

关键词：

credit scoring; locally linear model tree; classification; finance and banking; BANKRUPTCY PREDICTION; MINING APPROACH; CLASSIFICATION; ENSEMBLE; CLASSIFIERS;

D O I：

10.1080/00207721.2013.767395

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Nowadays, credit scoring is one of the most important topics in the banking sector. Credit scoring models have been widely used to facilitate the process of credit assessing. In this paper, an application of the locally linear model tree algorithm (LOLIMOT) was experimented to evaluate the superiority of its performance to predict the customer's credit status. The algorithm is improved with an aim of adjustment by credit scoring domain by means of data fusion and feature selection techniques. Two real world credit data sets - Australian and German - from UCI machine learning database were selected to demonstrate the performance of our new classifier. The analytical results indicate that the improved LOLIMOT significantly increase the prediction accuracy.

引用

页码：2213 / 2222

页数：10

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