برنامه نویسی ژنتیک برای امتیازدهی اعتباری: مورد بانک های بخش دولتی مصر
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|48615||2009||16 صفحه PDF||سفارش دهید||11255 کلمه|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 36, Issue 9, November 2009, Pages 11402–11417
Credit scoring has been widely investigated in the area of finance, in general, and banking sectors, in particular. Recently, genetic programming (GP) has attracted attention in both academic and empirical fields, especially for credit problems. The primary aim of this paper is to investigate the ability of GP, which was proposed as an extension of genetic algorithms and was inspired by the Darwinian evolution theory, in the analysis of credit scoring models in Egyptian public sector banks. The secondary aim is to compare GP with probit analysis (PA), a successful alternative to logistic regression, and weight of evidence (WOE) measure, the later a neglected technique in published research. Two evaluation criteria are used in this paper, namely, average correct classification (ACC) rate criterion and estimated misclassification cost (EMC) criterion with different misclassification cost (MC) ratios, in order to evaluate the capabilities of the credit scoring models. Results so far revealed that GP has the highest ACC rate and the lowest EMC. However, surprisingly, there is a clear rule for the WOE measure under EMC with higher MC ratios. In addition, an analysis of the dataset using Kohonen maps is undertaken to provide additional visual insights into cluster groupings.