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Construction and application of ART on personal credit scoring

  • Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We propose Fuzzy ART in personal credit area to the problem which can't handle discrete variables and continuous variables together and compared the outputs with logistic regression, linear programming and the BP neural network model results. The empirical result indicates that the model of Fuzzy ART category has less error II and possesses better applicable for commercial banks.

Original languageEnglish
Title of host publicationProceedings - 2010 International Conference on Digital Manufacturing and Automation, ICDMA 2010
Pages434-436
Number of pages3
DOIs
StatePublished - 2010
Event2010 International Conference on Digital Manufacturing and Automation, ICDMA 2010 - Changsha, China
Duration: 18 Dec 201020 Dec 2010

Publication series

NameProceedings - 2010 International Conference on Digital Manufacturing and Automation, ICDMA 2010
Volume1

Conference

Conference2010 International Conference on Digital Manufacturing and Automation, ICDMA 2010
Country/TerritoryChina
CityChangsha
Period18/12/1020/12/10

Keywords

  • Credit scoring
  • Fuzzy ART
  • Personal credit

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