Machine learning-based classifiers ensemble for credit risk assessment
International Journal of Electronic Finance
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This paper is to identify the indicators credit providers consider in lending decisions and provide SME Guarantee Funds for constructing an e-credit self-assessment system. This paper consists of three stages. First is to perform an initial screening of the indicators, based on the opinions of experts, to enhance the expert and content validity of the questionnaire. The second is to establish relationships among the indicators with the DEMATEL method. Correlated indicators should be combined, then identify the weightings of the individual indicators using ANP. The result shows risk assessments and competent authorities are the most important constructs, followed by the constructs of financial institutions and SMEs.