Introduction to Econometrics
Genetic programming: on the programming of computers by means of natural selection
Genetic programming: on the programming of computers by means of natural selection
Genetic programming II: automatic discovery of reusable programs
Genetic programming II: automatic discovery of reusable programs
A model for portfolio selection with order of expected returns
Computers and Operations Research
Neural network credit scoring models
Computers and Operations Research - Neural networks in business
Internal reinforcement in a connectionist genetic programming approach
Artificial Intelligence
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic programming in classifying large-scale data: an ensemble method
Information Sciences: an International Journal - Special issue: Soft computing data mining
Credit scoring with a data mining approach based on support vector machines
Expert Systems with Applications: An International Journal
A self tuning model for risk estimation
Expert Systems with Applications: An International Journal
Using neural network ensembles for bankruptcy prediction and credit scoring
Expert Systems with Applications: An International Journal
Review: Neural networks and statistical techniques: A review of applications
Expert Systems with Applications: An International Journal
A genetic programming model for bankruptcy prediction: Empirical evidence from Iran
Expert Systems with Applications: An International Journal
Building credit scoring models using genetic programming
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Cost-Sensitive Learning Vector Quantization for Financial Distress Prediction
EPIA '09 Proceedings of the 14th Portuguese Conference on Artificial Intelligence: Progress in Artificial Intelligence
Vertical bagging decision trees model for credit scoring
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A hybrid device for the solution of sampling bias problems in the forecasting of firms' bankruptcy
Expert Systems with Applications: An International Journal
Efficient and effective classification of creditworthiness using ant colony optimization
Proceedings of the 50th Annual Southeast Regional Conference
Assessing scorecard performance: A literature review and classification
Expert Systems with Applications: An International Journal
| Hi-index | 12.06 |
Credit scoring has been widely investigated in the area of finance, in general, and banking sectors, in particular. Recently, genetic programming (GP) has attracted attention in both academic and empirical fields, especially for credit problems. The primary aim of this paper is to investigate the ability of GP, which was proposed as an extension of genetic algorithms and was inspired by the Darwinian evolution theory, in the analysis of credit scoring models in Egyptian public sector banks. The secondary aim is to compare GP with probit analysis (PA), a successful alternative to logistic regression, and weight of evidence (WOE) measure, the later a neglected technique in published research. Two evaluation criteria are used in this paper, namely, average correct classification (ACC) rate criterion and estimated misclassification cost (EMC) criterion with different misclassification cost (MC) ratios, in order to evaluate the capabilities of the credit scoring models. Results so far revealed that GP has the highest ACC rate and the lowest EMC. However, surprisingly, there is a clear rule for the WOE measure under EMC with higher MC ratios. In addition, an analysis of the dataset using Kohonen maps is undertaken to provide additional visual insights into cluster groupings.