یک روش ترکیبی برای یکپارچه سازی الگوریتم ژنتیک در مدل امتیازدهی دوگانه در افزایش عملکرد مدل امتیازدهی اعتباری
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|48571||2012||12 صفحه PDF||سفارش دهید||7656 کلمه|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 39, Issue 3, 15 February 2012, Pages 2650–2661
Credit scoring model is an important tool for assessing risks in financial industry, consequently the majority of financial institutions actively develops credit scoring model on the credit approval assessment of new customers and the credit risk management of existing customers. Nonetheless, most past researches used the one-dimensional credit scoring model to measure customer risk. In this study, we select important variables by genetic algorithm (GA) to combine the bank’s internal behavioral scoring model with the external credit bureau scoring model to construct the dual scoring model for credit risk management of mortgage accounts. It undergoes more accurate risk judgment and segmentation to further discover the parts which are required to be enhanced in management or control from mortgage portfolio. The results show that the predictive ability of the dual scoring model outperforms both one-dimensional behavioral scoring model and credit bureau scoring model. Moreover, this study proposes credit strategies such as on-lending retaining and collection actions for corresponding customers in order to contribute benefits to the practice of banking credit.