Hybrid Repayment Prediction for Debt Portfolio

Authors:
Tomasz Kajdanowicz;Przemysław Kazienko
Affiliations:
Wrocław University of Technology, Wrocław, Poland 50-370;Wrocław University of Technology, Wrocław, Poland 50-370
Venue:
ICCCI '09 Proceedings of the 1st International Conference on Computational Collective Intelligence. Semantic Web, Social Networks and Multiagent Systems
Year:
2009

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Abstract

The concept of the new hybrid method for debt portfolio repayment prediction has been presented and examined. The method provides functionality for repayment value prediction over time that describes the recovery profile of the debt portfolio. Experimental studies on hybrid combination of various data mining methods like clustering and decision trees into one complex process revealed usefulness of the proposed method for claim appraisals.