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Customer Credit Scoring Method Based on the SVDD Classification Model with Imbalanced Dataset

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E-business Technology and Strategy (CETS 2010)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 113))

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Abstract

Customer credit scoring is a typical class of pattern classification problem with imbalanced dataset. A new customer credit scoring method based on the support vector domain description (SVDD) classification model was proposed in this paper. Main techniques of customer credit scoring were reviewed. The SVDD model with imbalanced dataset was analyzed and the predication method of customer credit scoring based on the SVDD model was proposed. Our experimental results confirm that our approach is effective in ranking and classifying customer credit.

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Author information

Authors and Affiliations

  1. School of Information Management & Engineering, Shanghai University of Finance and Economics, Shanghai, 200433, China

    Bo Tian & Qin Zheng

  2. School of International Business Administration, Shanghai University of Finance and Economics, Shanghai, 200433, China

    Lin Nan

  3. School of Economics and Management, Tongji University, Shanghai, 200092, China

    Lei Yang

Authors
  1. Bo Tian
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  2. Lin Nan
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  3. Qin Zheng
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  4. Lei Yang
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Editor information

Editors and Affiliations

  1. Queen’s University, 99 University Avenue, K7L 3N6, Kingston, Ontario, Canada

    Marzia Zaman

  2. Royal Military College of Canada, 13 General Crerar Cres, K7K 7B4, Kingston, ON, Canada

    Yawei Liang

  3. Université du Québec en Outaouais, 283 boul. Alexandre-Taché, C.P. 1250, J8X 3X7, Gatineau, Québec, Canada

    Sohail M Siddiqui

  4. CeBA Canada, 1107-2720 Queensview Drive, K2B 1A5, Ottawa, ON, Canada

    Tim Wang

  5. Sprott School of Business, Carleton University, 1125 Colonel By Drive, K1S 5B6, Ottawa, Ontario, Canada

    Vincent Liu

  6. University of Toronto, 172 St. George Street, M5R 0A3, Toronto, Canada

    Ceecee Lu

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© 2010 Springer-Verlag Berlin Heidelberg

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Tian, B., Nan, L., Zheng, Q., Yang, L. (2010). Customer Credit Scoring Method Based on the SVDD Classification Model with Imbalanced Dataset. In: Zaman, M., Liang, Y., Siddiqui, S.M., Wang, T., Liu, V., Lu, C. (eds) E-business Technology and Strategy. CETS 2010. Communications in Computer and Information Science, vol 113. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16397-5_4

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  • DOI: https://doi.org/10.1007/978-3-642-16397-5_4

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-16396-8

  • Online ISBN: 978-3-642-16397-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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