Comprehensible credit scoring models using rule extraction from support vector machines

DOI10.1016/J.EJOR.2006.04.051zbMATH Open1278.91177DBLPjournals/eor/MartensBGV07OpenAlexW3123427206WikidataQ102363031 ScholiaQ102363031MaRDI QIDQ2643977FDOQ2643977

Authors: David Martens, Bart Baesens, Jan Vanthienen, Tony van Gestel 

Publication date: 27 August 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/122270

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zbMATH Keywords

classificationsupport vector machinecredit scoringrule extraction

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Credit risk (91G40)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
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• Using neural network rule extraction and decision tables for credit-risk evaluation
• Benchmarking state-of-the-art classification algorithms for credit scoring
• Title not available (Why is that?)
• Benchmarking least squares support vector machine classifiers
• Rule Extraction from Support Vector Machines
• Bayesian kernel based classification for financial distress detection

Cited In (40)

• A reference model for customer-centric data mining with support vector machines
• Mathematical optimization in classification and regression trees
• Supervised classification and mathematical optimization
• Effective active learning strategies for the use of large-margin classifiers in semantic annotation: an optimal parameter discovery perspective
• 360 degrees rumor detection: when explanations got some explaining to do
• What makes a VRP solution good? The generation of problem-specific knowledge for heuristics
• Rule extraction from support vector machines: an overview of issues and application in credit scoring
• Optimal randomized classification trees
• Company rating with support vector machines
• Node classification over bipartite graphs through projection
• Design of adaptive Elman networks for credit risk assessment
• Knowledge extraction from support vector machines: a fuzzy logic approach
• A comparison of instance-level counterfactual explanation algorithms for behavioral and textual data: SEDC, LIME-C and SHAP-C
• A framework for inherently interpretable optimization models
• Optimization approaches to supervised classification
• Predicting mortgage early delinquency with machine learning methods
• Sparsity in optimal randomized classification trees
• Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations
• Credit scoring by incorporating dynamic networked information
• Variable selection in classification model via quadratic programming
• Interpretable machine learning for imbalanced credit scoring datasets
• An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
• Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines
• An integer programming approach for fuzzy rule-based classification systems
• An enhanced support vector machines model for classification and rule generation
• Preference disaggregation and statistical learning for multicriteria decision support: A review
• A survey on the explainability of supervised machine learning
• A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees
• OnML: an ontology-based approach for interpretable machine learning
• Identifying winners of competitive events: a SVM-based classification model for horserace prediction
• A conditional fuzzy inference approach in forecasting
• MONOTONIC SUPPORT VECTOR MACHINES FOR CREDIT RISK RATING
• Product demand forecasts using wavelet kernel support vector machine and particle swarm optimization in manufacture system
• LCMine: An efficient algorithm for mining discriminative regularities and its application in supervised classification
• Predicting repayment of the credit card debt
• An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
• Loss given default decomposition using mixture distributions of in-default events
• Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors
• On sparse optimal regression trees
• Sparse multi-criteria optimization classifier for credit risk evaluation

Uses Software

• C4.5

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