A Optimal Subclass Detection Method for Credit Scoring
In this paper a non-parametric statistical pattern recognition algorithm for the problem of credit scoring will be presented. The proposed algorithm is based on a clustering k- means algorithm and allows for the determination of subclasses of homogenous elements in the data. The algorithm will be tested on two benchmark datasets and its performance compared with other well known pattern recognition algorithm for credit scoring.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1327539Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1693
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