An Innovative Framework for Building Agency-Free Credit Rating Systems

@article{Chang2017AnIF,
  title={An Innovative Framework for Building Agency-Free Credit Rating Systems},
  author={Chia-Hsiang Chang and Wei-Chen Liou and William W. Y. Hsu and Jen-Ying Shih and Chung-Su Wu and Jan-Ming Ho},
  journal={2017 IEEE 10th Conference on Service-Oriented Computing and Applications (SOCA)},
  year={2017},
  pages={181-189}
}
We develop an intelligent credit rating system that can provide debtors' rating information without involving credit rating agencies. Several models are used for credit scoring in our work, including the Duffie's model, logistic regression, and random forest. We compare the performance of these models and build an in-depth understanding of the evaluation of credit rating. Furthermore, we propose a new framework to evaluate the performance of credit ratings from multiple perspectives. The… CONTINUE READING

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