NDLI: Personal Credit Scoring Model of Non-linear Combining Forecast Based on GP

Content Provider	IEEE Xplore Digital Library
Author	Ming-hui Jiang Xu-chuan Yuan
Copyright Year	2007
Description	Author affiliation: Harbin Inst. of Technol., Harbin (Ming-hui Jiang; Xu-chuan Yuan)
Abstract	Aiming at low predictive accuracies of single models, this paper presents a combining forecast for personal credit scoring. Based on two single statistical models of linear regression and logistic regression, this paper constructed a non-linear combining forecast by genetic programming (GP) and used the constructed model for personal credit scoring. The application results indicate that the predictive accuracy of the non-linear combining forecast based on GP is higher than linear regression, logistic regression and the linear combining forecast based on least square method by 3.40%, 2.83% and 2.64% respectively. The non-linear combining forecast also gets a much lower type II error rate which is more significant for commercial banks to keep away from consumer credit risks.
Starting Page	408
Ending Page	414
File Size	194468
Page Count	7
File Format	PDF
ISBN	9780769528755
DOI	10.1109/ICNC.2007.551
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-08-24
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Tree data structures Accuracy Technology management Linear regression Genetic programming Predictive models Technology forecasting Artificial intelligence Least squares methods Logistics
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Combining Forecasts of Personal Credit Scoring Based on RBF Neural Network

Recombining Forecasts Used in Personal Credit Scoring

Weighted LS-SVM Credit Scoring Models with AUC Maximization by Direct Search

Using data mining predictive models to classify credit card applicants

Combination Forecasting of Fuzzy Forecast

Least Squares Support Vector Regression Based CARRX Model for Stock Index Volatility Forecasting

A Hybrid Credit Scoring Model Based on Genetic Programming and Support Vector Machines

Construction and Application of ART on Personal Credit Scoring

Application of least absolute value parameter estimation technique based on linear programming to short-term load forecasting

Personal Credit Scoring Model of Non-linear Combining Forecast Based on GP

Similar Documents

Combining Forecasts of Personal Credit Scoring Based on RBF Neural Network

Recombining Forecasts Used in Personal Credit Scoring

Weighted LS-SVM Credit Scoring Models with AUC Maximization by Direct Search

Using data mining predictive models to classify credit card applicants

Combination Forecasting of Fuzzy Forecast

Least Squares Support Vector Regression Based CARRX Model for Stock Index Volatility Forecasting

A Hybrid Credit Scoring Model Based on Genetic Programming and Support Vector Machines

Construction and Application of ART on Personal Credit Scoring

Application of least absolute value parameter estimation technique based on linear programming to short-term load forecasting

Personal Credit Scoring Model of Non-linear Combining Forecast Based on GP