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International Conference on Pattern Recognition and Artificial Intelligence

ICPRAI 2020: Pattern Recognition and Artificial Intelligence pp 228–237Cite as

A New Credit Scoring Model Based on Prediction of Signal on Graph

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Part of the book series: Lecture Notes in Computer Science ((LNIP,volume 12068))

Abstract

Study on high-precision credit scoring model has become a challenging issue. In this paper, a new credit scoring model is proposed. We model the users and their relationship as a weighted undirected graph, and then the credit scoring problem is reduced to a prediction problem of signal on graph. The new model utilizes both the information of the unlabeled samples and the location information of the samples in the feature space, and thus achieves an excellent predictive performance. The experimental results on the open UCI German credit dataset are compared with those of seven classical models that the prediction performance of the proposed model is significantly better than that of the reference models. The Friedman test indicate that the experimental results have a high confidence level.

Supported by National Natural Science Foundations of China (Nos. 11771458, 11431015, 11601346), and Guangdong Province Key grant (No. 2016B030307003).

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Author information

Authors and Affiliations

  1. Information Science School, Guangdong University of Finance and Economics, Guangzhou, China

    Zhihua Yang & Feng Zhou

  2. College of Mathematics and Statistics, Shenzhen University, Shenzhen, China

    Qian Zhang

  3. School of Mathematics, Sun Yat-sen University, Guangzhou, China

    Lihua Yang

Authors
  1. Zhihua Yang
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  2. Qian Zhang
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  3. Feng Zhou
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  4. Lihua Yang
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Corresponding author

Correspondence to Lihua Yang .

Editor information

Editors and Affiliations

  1. East China Normal University, Shanghai, China

    Yue Lu

  2. Paris Descartes University, Paris, France

    Nicole Vincent

  3. Hong Kong Baptist University, Kowloon, Hong Kong

    Pong Chi Yuen

  4. Sun Yat-sen University, Guangzhou, China

    Wei-Shi Zheng

  5. Polytechnique Montréal, Montreal, QC, Canada

    Farida Cheriet

  6. Concordia University, Montreal, QC, Canada

    Ching Y. Suen

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Yang, Z., Zhang, Q., Zhou, F., Yang, L. (2020). A New Credit Scoring Model Based on Prediction of Signal on Graph. In: Lu, Y., Vincent, N., Yuen, P.C., Zheng, WS., Cheriet, F., Suen, C.Y. (eds) Pattern Recognition and Artificial Intelligence. ICPRAI 2020. Lecture Notes in Computer Science(), vol 12068. Springer, Cham. https://doi.org/10.1007/978-3-030-59830-3_20

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  • DOI: https://doi.org/10.1007/978-3-030-59830-3_20

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-59829-7

  • Online ISBN: 978-3-030-59830-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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