Neural network credit scoring models
Computers and Operations Research - Neural networks in business
Robust Classification for Imprecise Environments
Machine Learning
Data mining in metric space: an empirical analysis of supervised learning performance criteria
Proceedings of the tenth ACM SIGKDD international conference on Knowledge discovery and data mining
An introduction to ROC analysis
Pattern Recognition Letters - Special issue: ROC analysis in pattern recognition
Credit scoring with a data mining approach based on support vector machines
Expert Systems with Applications: An International Journal
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
A Multi-criteria Convex Quadratic Programming model for credit data analysis
Decision Support Systems
Neural nets versus conventional techniques in credit scoring in Egyptian banking
Expert Systems with Applications: An International Journal
EVOLVING NEURAL-SYMBOLIC SYSTEMS GUIDED BY ADAPTIVE TRAINING SCHEMES: APPLICATIONS IN FINANCE
Applied Artificial Intelligence
Several multi-criteria programming methods for classification
Computers and Operations Research
Credit scoring using support vector machines with direct search for parameters selection
Soft Computing - A Fusion of Foundations, Methodologies and Applications - Special issue on Uncertainty Analysis and Decision Making; Guest Editors: Yan-Kui Liu, Baoding Liu, Jinwu Gao
Support vector machines for credit scoring and discovery of significant features
Expert Systems with Applications: An International Journal
An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring
Expert Systems with Applications: An International Journal
Constructing a reassigning credit scoring model
Expert Systems with Applications: An International Journal
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
Expert Systems with Applications: An International Journal
Mining the customer credit using hybrid support vector machine technique
Expert Systems with Applications: An International Journal
The consumer loan default predicting model - An application of DEA-DA and neural network
Expert Systems with Applications: An International Journal
Genetic programming for credit scoring: The case of Egyptian public sector banks
Expert Systems with Applications: An International Journal
A data driven ensemble classifier for credit scoring analysis
Expert Systems with Applications: An International Journal
Least squares support vector machines ensemble models for credit scoring
Expert Systems with Applications: An International Journal
Support vector machine based multiagent ensemble learning for credit risk evaluation
Expert Systems with Applications: An International Journal
Computational Statistics & Data Analysis
Building credit scoring models using genetic programming
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Hybrid mining approach in the design of credit scoring models
Expert Systems with Applications: An International Journal
The evaluation of consumer loans using support vector machines
Expert Systems with Applications: An International Journal
Combination of feature selection approaches with SVM in credit scoring
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
IEEE Transactions on Knowledge and Data Engineering
Vertical bagging decision trees model for credit scoring
Expert Systems with Applications: An International Journal
Credit risk evaluation with kernel-based affine subspace nearest points learning method
Expert Systems with Applications: An International Journal
Constructing credit auditing and control & management model with data mining technique
Expert Systems with Applications: An International Journal
Neighborhood rough set and SVM based hybrid credit scoring classifier
Expert Systems with Applications: An International Journal
A new fuzzy support vector machine to evaluate credit risk
IEEE Transactions on Fuzzy Systems
Expert Systems with Applications: An International Journal
Recursive Neural Network Rule Extraction for Data With Mixed Attributes
IEEE Transactions on Neural Networks
Hi-index | 12.05 |
The assessment of scorecard performance in the field of credit scoring is of major relevance to firms. This study presents the first systematic academic literature review of how empirical benchmark studies assess scorecard performance in the field of credit scoring. By analysing 62 comparative studies, this study provides two main contributions. First, this study provides a systematic overview of the assessment-related decisions of all the reviewed studies based on a classification framework. Second, the assessment criteria of consistency, application fit, and transparency are introduced and used to discuss the observed assessment-related decisions. As the findings show, researchers often pay insufficient attention to ensuring the consistent assessment of scorecard performance. Moreover, the majority of the reviewed studies choose performance indicators that failed to fit the application context and provided non-transparent assessment documentation. In conclusion, these researchers pay a great deal of attention to the development of scorecards, but they often fail to implement a straightforward assessment procedure.