• 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