An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data

@article{Akko2012AnEC,
  title={An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data},
  author={Soner Akkoç},
  journal={European Journal of Operational Research},
  year={2012},
  volume={222},
  pages={168-178}
}
The number of Non-Performing Loans has increased in recent years, paralleling the current financial crisis, thus increasing the importance of credit scoring models. This study proposes a three stage hybrid Adaptive Neuro Fuzzy Inference System credit scoring model, which is based on statistical techniques and Neuro Fuzzy. The proposed model’s performance was compared with conventional and commonly utilized models. The credit scoring models are tested using a 10-fold cross-validation process… CONTINUE READING
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