Abstract
In this paper, we present an application of an Element Oriented Analysis (EOA) credit scoring model used as a classifier for assessing the bad risk records. The model building methodology we used is the Element Oriented Analysis. The objectives in this study are: 1) to develop a stratified model based on EOA to classify the risk for the Brazilian credit card data; 2) to investigate if this model is a satisfactory classifier for this application; 3) to compare the characteristics of our model to the conventional credit scoring models in this specific domain. Classifier performance is measured using the Area under Receiver Operating Characteristic curve (AUC) and overall error rate in out-of-sample tests.
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Zhang, Y., Orgun, M.A., Baxter, R., Lin, W. (2010). An Application of Element Oriented Analysis Based Credit Scoring. In: Perner, P. (eds) Advances in Data Mining. Applications and Theoretical Aspects. ICDM 2010. Lecture Notes in Computer Science(), vol 6171. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14400-4_42
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DOI: https://doi.org/10.1007/978-3-642-14400-4_42
Publisher Name: Springer, Berlin, Heidelberg
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