TY - GEN
T1 - Personal credit scoring model of non-linear combining forecast based on GP
AU - Jiang, Ming Hui
AU - Yuan, Xu Chuan
PY - 2007
Y1 - 2007
N2 - Aiming at low predictive accuracies of single models, this paper presents a combining forecast for personal credit scoring. Based on two single statistical models of linear regression and logistic regression, this paper constructed a non-linear combining forecast by genetic programming (GP) and used the constructed model for personal credit scoring. The application results indicate that the predictive accuracy of the non-linear combining forecast based on GP is higher than linear regression, logistic regression and the linear combining forecast based on least square method by 3.40%, 2.83% and 2.64% respectively. The non-linear combining forecast also gets a much lower type II error rate which is more significant for commercial banks to keep away from consumer credit risks.
AB - Aiming at low predictive accuracies of single models, this paper presents a combining forecast for personal credit scoring. Based on two single statistical models of linear regression and logistic regression, this paper constructed a non-linear combining forecast by genetic programming (GP) and used the constructed model for personal credit scoring. The application results indicate that the predictive accuracy of the non-linear combining forecast based on GP is higher than linear regression, logistic regression and the linear combining forecast based on least square method by 3.40%, 2.83% and 2.64% respectively. The non-linear combining forecast also gets a much lower type II error rate which is more significant for commercial banks to keep away from consumer credit risks.
UR - https://www.scopus.com/pages/publications/38049023072
U2 - 10.1109/ICNC.2007.551
DO - 10.1109/ICNC.2007.551
M3 - 会议稿件
AN - SCOPUS:38049023072
SN - 0769528759
SN - 9780769528755
T3 - Proceedings - Third International Conference on Natural Computation, ICNC 2007
SP - 408
EP - 414
BT - Proceedings - Third International Conference on Natural Computation, ICNC 2007
T2 - 3rd International Conference on Natural Computation, ICNC 2007
Y2 - 24 August 2007 through 27 August 2007
ER -