Simplifying credit scoring rules using LVQ + PSO

نویسندگان
چکیده

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Simplifying credit scoring rules using LVQ + PSO

Purpose – One of the key elements in the banking industry relies on the appropriate selection of customers. To manage credit risk, banks dedicate special efforts to classify customers according to their risk. The usual decision-making process consists of gathering personal and financial information about the borrower. Processing this information can be time-consuming, and presents some difficul...

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Credit scoring is a kind of binary classification problem that contains important information for manager to make a decision in particularly in banking authorities. Obtained scores provide a practical credit decision for a loan officer to classify clients to reject or accept for payment loan. For this sake, in this paper a data envelopment analysis- discriminant analysis (DEA-DA) approach is us...

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ژورنال

عنوان ژورنال: Kybernetes

سال: 2017

ISSN: 0368-492X

DOI: 10.1108/k-06-2016-0158