Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks (Q1966033)
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scientific article; zbMATH DE number 1409734
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| English | Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks |
scientific article; zbMATH DE number 1409734 |
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Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks (English)
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2 March 2000
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Three different discrimination techniques are applied and compared by analyzing a complex data set of credit risks. They are logistic discriminant analysis, classification tree analysis, and a special type of artificial neural networks, that is feedforward networks. It turns out that in the given test sample the predictive power is about equal for all techniques but the logistic discrimination as the best technique.
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prediction
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classification trees
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artificial neural networks
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0.7830453515052795
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0.7825988531112671
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0.7706413269042969
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