A Comparison Study of Credit Scoring Models

Authors:
Defu Zhang;Hongyi Huang;Qingshan Chen;Yi Jiang
Affiliations:
Xiamen University, China/ Longtop Group Post-doctoral Research Center, China;Xiamen University, China;Xiamen University, China;Xiamen University, China
Venue:
ICNC '07 Proceedings of the Third International Conference on Natural Computation - Volume 01
Year:
2007

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Abstract

In this paper we consider a credit scoring problem. We compare three powerful credit scoring models: genetic programming (GP), backpropagation neural networks (BP) and support vector machines (SVM) when applied to this problem, then we give a combined model. The results show that the combined model produces good classification results.