A maximum decisional efficiency estimation principle
Management Science
Knowledge Acquisition From Multiple Experts: An Empirical Study
Management Science
Internet-based information and retrieval systems
Decision Support Systems - Special issue on WITS '97
A comparative assessment of classification methods
Decision Support Systems
Bayesian Models for Early Warning of Bank Failures
Management Science
Credit scoring system for small business loans
Decision Support Systems
Lying on the Web: Implications for Expert Systems Redesign
Information Systems Research
A hybrid sales forecasting system based on clustering and decision trees
Decision Support Systems
A new approach to classification based on association rule mining
Decision Support Systems
Model-driven decision support systems: Concepts and research directions
Decision Support Systems
A Multi-criteria Convex Quadratic Programming model for credit data analysis
Decision Support Systems
Decision Support Systems
Effective spam filtering: A single-class learning and ensemble approach
Decision Support Systems
Using data mining to improve assessment of credit worthiness via credit scoring models
Expert Systems with Applications: An International Journal
Exploring the behaviour of base classifiers in credit scoring ensembles
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
| Hi-index | 12.05 |
This paper develops a probability model to evaluate the predictive validity of two-way classification schemes in the context of personal credit scoring and bank loan applications. The Bayesian decision model provides a structure for identifying classification rules that lead to optimal-maximum expected payoff or minimum expected cost-classifications. Using payoffs from multiple perspectives allows identifying conditions where the various perspectives produce contradictory classifications generating either profit premiums or cost penalties depending on the perspective.