Luciano Nieddu and Giuseppe Manfredi and Salvatore D'Acunto and Katia La Regina
A Optimal Subclass Detection Method for Credit Scoring
340 - 345
2011
5
3
International Journal of Economics and Management Engineering
https://publications.waset.org/pdf/51
https://publications.waset.org/vol/51
World Academy of Science, Engineering and Technology
In this paper a nonparametric 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.
Open Science Index 51, 2011