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
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