Two-stage genetic programming (2SGP) for the credit scoring model

DOI10.1016/J.AMC.2005.05.027MaRDI QIDQ2489349zbMATH OpenOpenAlexFDO

Authors Jih-Jeng Huang, Gwo-Hshiung Tzeng, Chorng-Shyong Ong

Publication date 16 May 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.05.027

zbMATH Keywords

Artificial neural network (ANN)Credit scoring modelDecision treesRough setsTwo-stage genetic programming (2SGP)

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Neural networks for/in biological studies, artificial life and related topics (92B20)

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Cites work

• A comparison of neural networks and linear scoring models in the credit union environment
• Business failure prediction using rough sets
• Character preclassification based on genetic programming
• Choosing Between Logistic Regression and Discriminant Analysis
• Determining the saliency of input variables in neural network classifiers
• scientific article; zbMATH DE number 3759377 (Why is no real title available?)
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• scientific article; zbMATH DE number 48904 (Why is no real title available?)
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• scientific article; zbMATH DE number 2040743 (Why is no real title available?)
• scientific article; zbMATH DE number 1870015 (Why is no real title available?)
• scientific article; zbMATH DE number 795587 (Why is no real title available?)
• Neural network credit scoring models

Cited in

(6)

• A hybrid system with filter approach and multiple population genetic algorithm for feature selection in credit scoring
• A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods
• Instance-based credit risk assessment for investment decisions in P2P lending
• Weight-selected attribute bagging for credit scoring
• Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring
• Median based conversion of SGPA into percentage by cognitive methods

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