درباره استفاده از تکنیک های فیلتر کردن داده ها برای پیش بینی ریسک اعتباری با مدل مبتنی بر مثال
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|48692||2012||10 صفحه PDF||سفارش دهید||7813 کلمه|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 39, Issue 18, 15 December 2012, Pages 13267–13276
Many techniques have been proposed for credit risk prediction, from statistical models to artificial intelligence methods. However, very few research efforts have been devoted to deal with the presence of noise and outliers in the training set, which may strongly affect the performance of the prediction model. Accordingly, the aim of the present paper is to systematically investigate whether the application of filtering algorithms leads to an increase in accuracy of instance-based classifiers in the context of credit risk assessment. The experimental results with 20 different algorithms and 8 credit databases show that the filtered sets perform significantly better than the non-preprocessed training sets when using the nearest neighbour decision rule. The experiments also allow to identify which techniques are most robust and accurate when confronted with noisy credit data.