Enhancing credit scoring model performance by a hybrid scoring matrix

@inproceedings{Chi2013EnhancingCS,
  title={Enhancing credit scoring model performance by a hybrid scoring matrix},
  author={Bo-Wen Chi and Chiun-Chieh Hsu and M. Ho},
  year={2013}
}
Competition of the consumer credit market in Taiwan has become severe recently. Therefore, most financial institutions actively develop credit scoring models based on assessments of the credit approval of new customers and the credit risk management of existing customers. This study uses a genetic algorithm for feature selection and decision trees for customer segmentation. Moreover, it utilizes logistic regression to build the application and credit bureau scoring models where the two scoring… CONTINUE READING