Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
An Implementation of Logical Analysis of Data
IEEE Transactions on Knowledge and Data Engineering
Knowledge discovery techniques for predicting country investment risk
Computers and Industrial Engineering
Genetic Programming for data classification: partitioning the search space
Proceedings of the 2004 ACM symposium on Applied computing
Credit rating analysis with support vector machines and neural networks: a market comparative study
Decision Support Systems - Special issue: Data mining for financial decision making
Forecasting stock market movement direction with support vector machine
Computers and Operations Research
Neural network ensemble strategies for financial decision applications
Computers and Operations Research
Credit scoring with a data mining approach based on support vector machines
Expert Systems with Applications: An International Journal
Advanced Engineering Informatics
Credit risk assessment with a multistage neural network ensemble learning approach
Expert Systems with Applications: An International Journal
Using neural network ensembles for bankruptcy prediction and credit scoring
Expert Systems with Applications: An International Journal
Neural nets versus conventional techniques in credit scoring in Egyptian banking
Expert Systems with Applications: An International Journal
A practical approach to credit scoring
Expert Systems with Applications: An International Journal
Constructing a reassigning credit scoring model
Expert Systems with Applications: An International Journal
Credit scoring algorithm based on link analysis ranking with support vector machine
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Consumer credit scoring models with limited data
Expert Systems with Applications: An International Journal
A new two-stage hybrid approach of credit risk in banking industry
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters
Expert Systems with Applications: An International Journal
Hybrid mining approach in the design of credit scoring models
Expert Systems with Applications: An International Journal
Managing loan customers using misclassification patterns of credit scoring model
Expert Systems with Applications: An International Journal
On preprocessing data for financial credit risk evaluation
Expert Systems with Applications: An International Journal
The evaluation of consumer loans using support vector machines
Expert Systems with Applications: An International Journal
Bankruptcy prediction for credit risk using neural networks: A survey and new results
IEEE Transactions on Neural Networks
The construction of an individual credit risk assessment method: based on the combination algorithms
ICICA'10 Proceedings of the First international conference on Information computing and applications
Driving factors' identification based on derivative process of subjective default credit risk
ICICA'10 Proceedings of the First international conference on Information computing and applications
Credit risk evaluation using neural networks: Emotional versus conventional models
Applied Soft Computing
Expert Systems with Applications: An International Journal
Probabilistic and discriminative group-wise feature selection methods for credit risk analysis
Expert Systems with Applications: An International Journal
Efficient classifiers for multi-class classification problems
Decision Support Systems
Expert Systems with Applications: An International Journal
On the use of data filtering techniques for credit risk prediction with instance-based models
Expert Systems with Applications: An International Journal
Credit rating using a hybrid voting ensemble
SETN'12 Proceedings of the 7th Hellenic conference on Artificial Intelligence: theories and applications
Expert Systems with Applications: An International Journal
Assessing scorecard performance: A literature review and classification
Expert Systems with Applications: An International Journal
Acute lymphoblastic leukemia identification using blood smear images and a neural classifier
IWANN'13 Proceedings of the 12th international conference on Artificial Neural Networks: advences in computational intelligence - Volume Part II
Genetic algorithm-based heuristic for feature selection in credit risk assessment
Expert Systems with Applications: An International Journal
| Hi-index | 12.06 |
This paper describes a credit risk evaluation system that uses supervised neural network models based on the back propagation learning algorithm. We train and implement three neural networks to decide whether to approve or reject a credit application. Credit scoring and evaluation is one of the key analytical techniques in credit risk evaluation which has been an active research area in financial risk management. The neural networks are trained using real world credit application cases from the German credit approval datasets which has 1000 cases; each case with 24 numerical attributes; based on which an application is accepted or rejected. Nine learning schemes with different training-to-validation data ratios have been investigated, and a comparison between their implementation results has been provided. Experimental results will suggest which neural network model, and under which learning scheme, can the proposed credit risk evaluation system deliver optimum performance; where it may be used efficiently, and quickly in automatic processing of credit applications.