Bayesian networks as a decision support tool in credit scoring domain

Authors:
Witold Abramowicz;Marek Nowak;Joanna Sztykiel
Affiliations:
Poznan University of Economics, Poland;Poznan University of Economics, Poland;Poznan University of Economics, Poland
Venue:
Managing data mining technologies in organizations
Year:
2003

Citing 3
Cited 0

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Abstract

The main purpose of this article is to discuss applicability of Bayesian belief networks (BBN) within the procedures of working-capital credit scoring conducted in commercial banks. A brief description or Bayesian formulation of causal dependence and its strength is given. Inferential and diagnostic features of BBN are illustrated using sample structure. As an example we present and compare results of estimating a credit risk using two techniques: traditional credit-scoring system and BBN structure.