Credit scoring via PCALWM
Li, JP; Xu, WX; Shi, Y
Source PublicationCOMPUTATIONAL SCIENCE - ICCS 2005, PT 3

We have presented a principal component analysis linear-weighted model (PCALWM) for credit scoring in [5,6], this article is a further study on this model. We revised the application procedure in the credit scoring, and tested it by a larger real-life credit card dataset. In comparison with some well-known scores, the empirical results of the PCALWM can achieve a favorable KS distance. The study on some application features of this model in the credit decision-making shows that the model can help the credit issuers to select the best trade-off among the enterprise stratagem, marketing and credit risk management.

KeywordCredit Scoring Classification Principal Component Analysis
Subject AreaComputer Science ; Theory & Methods
Indexed BySCI
WOS IDWOS:000230026200073
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Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
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GB/T 7714
Li, JP,Xu, WX,Shi, Y. Credit scoring via PCALWM[J]. COMPUTATIONAL SCIENCE - ICCS 2005, PT 3,2005,3516(1):8,531-538.
APA Li, JP,Xu, WX,&Shi, Y.(2005).Credit scoring via PCALWM.COMPUTATIONAL SCIENCE - ICCS 2005, PT 3,3516(1),8,531-538.
MLA Li, JP,et al."Credit scoring via PCALWM".COMPUTATIONAL SCIENCE - ICCS 2005, PT 3 3516.1(2005):8,531-538.
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