Sample selection algorithms for credit risk modelling through data mining techniques Online publication date: Wed, 10-Apr-2019
by Eftychios Protopapadakis; Dimitrios Niklis; Michalis Doumpos; Anastasios Doulamis; Constantin Zopounidis
International Journal of Data Mining, Modelling and Management (IJDMMM), Vol. 11, No. 2, 2019
Abstract: Credit risk assessment is a very challenging and important problem in the domain of financial risk management. The development of reliable credit rating/scoring models is of paramount importance in this area. There are different algorithms and approaches for constructing such models to classify credit applicants (firms or individuals) into risk classes. Reliable sample selection is crucial for this task. The aim of this paper is to examine the effectiveness of sample selection schemes in combination with different classifiers for constructing reliable default prediction models. We consider different algorithms to select representative cases and handle class imbalances. Empirical results are reported for a dataset of Greek companies from the commercial sector.
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Data Mining, Modelling and Management (IJDMMM):
Login with your Inderscience username and password:
Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.
If you still need assistance, please email subs@inderscience.com