Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks (Q1966033)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks
scientific article

    Statements

    Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks (English)
    0 references
    0 references
    0 references
    0 references
    2 March 2000
    0 references
    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.
    0 references
    prediction
    0 references
    classification trees
    0 references
    artificial neural networks
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references