A literature review on the application of evolutionary computing to credit scoring
Visualitza/
Impacte
Scholar |
Altres documents de l'autoria: Marqués Marzal, Ana Isabel; García, Vicente; Sánchez Garreta, Josep Salvador
Metadades
Mostra el registre complet de l'elementcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/43662
comunitat-uji-handle3:10234/43643
comunitat-uji-handle4:
INVESTIGACIONMetadades
Títol
A literature review on the application of evolutionary computing to credit scoringData de publicació
2013Editor
Palgrave MacmillanCita bibliogràfica
MARQUÉS, A. I.; GARCÍA, V.; SÁNCHEZ, J. S. A literature review on the application of evolutionary computing to credit scoring. Journal of the Operational Research Society, 2013, vol. 64, no 9, p. 1384-1399.Tipus de document
info:eu-repo/semantics/articleVersió de l'editorial
http://www.palgrave-journals.com/jors/journal/v64/n9/abs/jors2012145a.htmlVersió
info:eu-repo/semantics/acceptedVersionParaules clau / Matèries
Resum
The last years have seen the development of many credit scoring models for assessing the creditworthiness of loan applicants. Traditional credit scoring methodology has involved the use of statistical and mathematical ... [+]
The last years have seen the development of many credit scoring models for assessing the creditworthiness of loan applicants. Traditional credit scoring methodology has involved the use of statistical and mathematical programming techniques such as discriminant analysis, linear and logistic regression, linear and quadratic programming, or decision trees. However, the importance of credit grant decisions for financial institutions has caused growing interest in using a variety of computational intelligence techniques. This paper concentrates on evolutionary computing, which is viewed as one of the most promising paradigms of computational intelligence. Taking into account the synergistic relationship between the communities of Economics and Computer Science, the aim of this paper is to summarize the most recent developments in the application of evolutionary algorithms to credit scoring by means of a thorough review of scientific articles published during the period 2000–2012. [-]
Publicat a
Journal of the Operational Research Society (2013) vol. 64, no 9Drets d'accés
This is a post-peer-review, pre-copyedit version of an article published in Journal of the Operational Research Society. The definitive publisher-authenticated version is available online.
http://rightsstatements.org/vocab/InC/1.0/
info:eu-repo/semantics/openAccess
http://rightsstatements.org/vocab/InC/1.0/
info:eu-repo/semantics/openAccess
Apareix a les col.leccions
- LSI_Articles [362]
- INIT_Articles [747]
- EMP_Articles [453]