Open Access

A comparative analysis of classification algorithms for consumer credits


Cite

Antal-Vaida, C. (2020). Business Analytics Applications for Consumer Credits, Database System Journal, 14-23. Search in Google Scholar

Bellotti, T., & Crook, J. (2009). Support vector machines for credit scoring and discovery of significant features. ScienceDirect - Expert Systems with Applications, 36, 3302-3308.10.1016/j.eswa.2008.01.005 Search in Google Scholar

Doukidis, G., Mylonopoulos, N., & Pouloudi, N. (2004), Social and Economic Transformation in the Digital Era, IGI Global.10.4018/978-1-59140-158-2 Search in Google Scholar

Dwight, M. (2013). A framework for Applying Analytics in Healthcare – What can be Learned from the Best Practices in Retail, Banking, Politics and Sports, Pearson Education Inc. Search in Google Scholar

Ha, V.-S., & Nguyen, H.-N. (2016). Credit scoring with a feature selection approach based deep learning. MATEC Web of Conference. 54. Cape Town, South Africa: EDP Sciences. Search in Google Scholar

Hamori, S., Kawai, M., Kume, T., Murakami, Y., & Watanabe, C. (2018). Ensemble Learning or Deep Learning? Application to Default Risk Analysis, Journal of Risk and Financial Management.10.3390/jrfm11010012 Search in Google Scholar

Harris, T. (2013). Quantitative credit risk assessment using support vector machines: Broad versus Narrow default definitions. Elsevier - Expert Systems with Applications, 40, 4404-4413.10.1016/j.eswa.2013.01.044 Search in Google Scholar

Huang, C. L., Chen, M. C., & Wang, C. J. (2007). Credit scoring with a data mining approach based on support vector machines, ScienceDirect - Expert Systems with Applications, 33, 847-856.10.1016/j.eswa.2006.07.007 Search in Google Scholar

Keramati, A., & Yousefi, N. (2011). A Proposed Classification of Data Mining Techniques in Credit Scoring, International Conference on Industrial Engineering and Operations Management, 416-424, Kuala Lumpur, Malaysia. Search in Google Scholar

Lessman, S., Baesens, B., Seow, H.-V., & Thomas, L. C. (2015). Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research, European Journal of Operational Research.10.1016/j.ejor.2015.05.030 Search in Google Scholar

Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., ... Duchesnay, É. (2011). Scikit-learn: Machine Learning in Python, Journal of Machine Learning Research, 2825-2830, Retrieved from Scikit learn: https://scikit-learn.org/stable/. Search in Google Scholar

Raghynathan, B., & Maiya, R. V. (2018). SMACing the Bank - How to Use Social Media, Mobility, Analytics, and Cloud Technologies to Transform the Business Processes of Banks and the banking Experience, CRC Press. Search in Google Scholar

Wang, H., Xu, Q., & Zhou, L. (2015). Large Unbalanced Credit Scoring Using Lasso-Logistic Regression Ensemble, PloS Ones.10.1371/journal.pone.0117844433829225706988 Search in Google Scholar

Yeh, I.-C. (2016). UCI Machine Learning Repository, Retrieved from https://archive.ics.uci.edu/ml/datasets/default+of+credit+card+clients. Search in Google Scholar

Yu, L., Yang, Z., & Tang, L. (2016). A Novel Multistage Deep Belief Network Based Extreme Learning Machine Ensemble Learning Paradigms for Credit Risk Assessment, Flexible Services and Manufacturing Journal, 28.10.1007/s10696-015-9226-2 Search in Google Scholar

Zhou, L., & Wang, H. (2012). Loan Default Prediction on Large Imbalanced Data Using Random Forests. TELKOMNIKA Indonesian Journal of Electrical Engineering, 10, 1519-1525.10.11591/telkomnika.v10i6.1323 Search in Google Scholar

eISSN:
2558-9652
Language:
English