Business intelligence for delinquency risk management via cox regression

Authors:
Sung Ho Ha;Eun Kyoung Kwon
Affiliations:
School of Business Administration, Kyungpook National University, Daegu, Korea;School of Business Administration, Kyungpook National University, Daegu, Korea
Venue:
PKAW'10 Proceedings of the 11th international conference on Knowledge management and acquisition for smart systems and services
Year:
2010

Citing 15
Cited 0

Combining predictors: comparison of five meta machine learning methods

Information Sciences: an International Journal
Neural network credit scoring models

Computers and Operations Research - Neural networks in business
Mathematical Programming for Data Mining: Formulations and Challenges

INFORMS Journal on Computing
A Data Mining Approach for Retailing Bank Customer Attrition Analysis

Applied Intelligence
Credit scoring system for small business loans

Decision Support Systems
Neural network ensemble strategies for financial decision applications

Computers and Operations Research
Self-organizing learning array and its application to economic and financial problems

Information Sciences: an International Journal
Building contextual classifiers by integrating fuzzy rule based classification technique and k-nn method for credit scoring

Advanced Engineering Informatics
Warning signals for potential accounting frauds in blue chip companies - An application of adaptive resonance theory

Information Sciences: an International Journal
Neural nets versus conventional techniques in credit scoring in Egyptian banking

Expert Systems with Applications: An International Journal
An information granulation based data mining approach for classifying imbalanced data

Information Sciences: an International Journal
A practical approach to credit scoring

Expert Systems with Applications: An International Journal
Mining the customer credit using hybrid support vector machine technique

Expert Systems with Applications: An International Journal
Mining the customer credit using classification and regression tree and multivariate adaptive regression splines

Computational Statistics & Data Analysis
Hybrid mining approach in the design of credit scoring models

Expert Systems with Applications: An International Journal

Quantified Score

Hi-index	0.00

Visualization

Abstract

The recent economic downturn has made many delinquent credit card customers, which in sequence reduced profit margins as well as sales of the retail companies. This study focuses on customers who have recovered from credit delinquency to analyze repayment patterns of delinquents. A Cox regression model is designed as a credit-predicting model to handle with credit card debtors. The model predicts the expected time for credit recovery from delinquency. The model's prediction accuracy is compared with that of other known algorithms.