DocumentCode
120258
Title
Sensitivity of Decision Tree Algorithm to Class-Imbalanced Bank Credit Risk Early Warning
Author
Jie Lang ; Jie Sun
Author_Institution
Sch. of Econ. & Manage., Zhejiang Normal Univ., Jinhua, China
fYear
2014
fDate
4-6 July 2014
Firstpage
539
Lastpage
543
Abstract
With the development of the banking system, bank credit risk early warning problem has been getting more attention. This paper, applied the decision tree algorithm to study the problem of bank credit risk early warning from a new angle of class imbalance. The empirical results show that decision tree algorithm has strong sensitivity to imbalanced data when it is used for bank credit risk warning modeling.
Keywords
banking; credit transactions; decision trees; bank credit risk warning modeling; banking system; class-imbalanced bank credit risk early warning; decision tree algorithm sensitivity; Companies; Data models; Decision trees; Mathematical model; Measurement; Testing; Training;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Sciences and Optimization (CSO), 2014 Seventh International Joint Conference on
Conference_Location
Beijing
Print_ISBN
978-1-4799-5371-4
Type
conf
DOI
10.1109/CSO.2014.153
Filename
6923742
Link To Document