کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
386325 660883 2011 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A comparative assessment of ensemble learning for credit scoring
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
A comparative assessment of ensemble learning for credit scoring
چکیده انگلیسی

Both statistical techniques and Artificial Intelligence (AI) techniques have been explored for credit scoring, an important finance activity. Although there are no consistent conclusions on which ones are better, recent studies suggest combining multiple classifiers, i.e., ensemble learning, may have a better performance. In this study, we conduct a comparative assessment of the performance of three popular ensemble methods, i.e., Bagging, Boosting, and Stacking, based on four base learners, i.e., Logistic Regression Analysis (LRA), Decision Tree (DT), Artificial Neural Network (ANN) and Support Vector Machine (SVM). Experimental results reveal that the three ensemble methods can substantially improve individual base learners. In particular, Bagging performs better than Boosting across all credit datasets. Stacking and Bagging DT in our experiments, get the best performance in terms of average accuracy, type I error and type II error.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 38, Issue 1, January 2011, Pages 223–230
نویسندگان
, , , ,