2,200
Views
578
CrossRef citations to date
0
Altmetric
Theoretical Paper

Benchmarking state-of-the-art classification algorithms for credit scoring

, , , , &
Pages 627-635 | Received 01 Oct 2001, Accepted 01 Jan 2003, Published online: 21 Dec 2017

References

  • HenleyWEHandDJConstruction of a k-nearest neighbour credit-scoring systemIMA J Math Appl Bus Ind19978305321
  • SteenackersAGoovaertsMJA credit scoring model for personal loansInsur Math Econ19898313410.1016/0167-6687(89)90044-9
  • WestDNeural network credit scoring modelsComput Opns Res2000271131115210.1016/S0305-0548(99)00149-5
  • StepanovaMThomasLCPHAB scores: proportional hazards analysis behavioural scoresJ Opl Res Soc2001521007101610.1057/palgrave.jors.2601189
  • YobasMBCrookJNRossPCredit scoring using neural and evolutionary techniquesIMA J Math Appl Bus Ind200011111125
  • DesaiVSCrookJNOverstreetGAJrA comparison of neural networks and linear scoring models in the credit union environmentEur J Opl Res199695243710.1016/0377-2217(95)00246-4
  • BishopCMNeural Networks for Pattern Recognition1995
  • ThomasLCA survey of credit and behavioural scoring: forecasting financial risk of lending to customersInt J Forecast20001614917210.1016/S0169-2070(00)00034-0
  • ThomasLCEdelmanDBCrookJNCredit Scoring and Its Applications2002
  • GlenJJClassification accuracy in discriminant analysis: a mixed integer programming approachJ Opl Res Soc20015232833910.1057/palgrave.jors.2601085
  • VapnikVStatistical Learning Theory1998
  • SuykensJAKVandewalleJLeast squares support vector machine classifiersNeural Process Lett1999929330010.1023/A:1018628609742
  • SuykensJAKVan GestelTDe BrabanterJDe MoorBVandewalleJLeast Squares Support Vector Machines2002
  • Van Gestel T, Suykens JAK, Baesens B, Viaene S, Vanthienen J, Dedene G, De Moor B and Vandewalle J (2003). Benchmarking least squares support vector machine classifiers. Mach Learn, forthcoming.
  • John GH and Langley P (1995) Estimating continuous distributions in Bayesian classifiers. Presented at the 11th Conference on Uncertainty in Artificial Intelligence (UAI), August 1995, Quebec, Canada.
  • FriedmanNGeigerDGoldszmidtMBayesian network classifiersMach Learn19972913116310.1023/A:1007465528199
  • QuinlanJRC4.5 Programs for Machine Learning1993
  • HastieTTibshiraniRFriedmanJThe Elements of Statistical Learning, Data Mining, Inference, and Prediction2001
  • Provost F, Fawcett T and Kohavi R (1998). The case against accuracy estimation for comparing classifiers. Presented at the 15th International Conference on Machine Learning (ICML), July 1998, San Francisco.
  • FawcettTProvostFAdaptive fraud detectionData Min Knowl Disc1997129131610.1023/A:1009700419189
  • EganJPSignal Detection Theory and ROC Analysis. Series in Cognition and Perception1975
  • SwetsJAPickettRMEvaluation of Diagnostic Systems: Methods from Signal Detection Theory1982
  • BaesensBViaeneSVan den PoelDVanthienenJDedeneGUsing Bayesian neural networks for repeat purchase modelling in direct marketingEur J Opl Res200213819121110.1016/S0377-2217(01)00129-1
  • MacKayDJCThe evidence framework applied to classification networksNeural Comput1992472073610.1162/neco.1992.4.5.720
  • Fayyad UM and Irani KB (1993). Multi-interval discretization of continuous-valued attributes for classification learning. Presented at the 13th International Joint Conference on Artificial Intelligence (IJCAI), August 1993, Chambery, France.
  • SheskinDJHandbook of Parametric and Nonparametric Statistical Procedures2000
  • De LongERDe LongDMClarke-PearsonDLComparing the areas under two or more correlated receiver operating characteristic curves: a nonparametric approachBiometrics19884483784510.2307/2531595
  • BanasikJCrookJNThomasLCDoes scoring a subpopulation make a difference?Int Rev Ret Dis Cons Res19966180195

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.