Title :
Notice of Retraction
Research of credit risk of commercial bank´s personal loan based on CHAID decision tree
Author :
Zenglian zhang ; Min cao
Author_Institution :
Sch. of Econ. & Manage., Univ. of Sci. & Technol., Beijing, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Guard against financial risks, reduce bad loans, increase the ability to identity risk of commercial banks, the key is risk warning. In view of the increasing proportion of personal loans in banking business, it is particularly important to warning personal loans credit risk. Commercial bank lending itself is a complex nonlinear system, using general linear theory is difficult to objectively reflect the laws of this, this paper uses CHAID decision tree. Personal loan credit index first constructed, and then use CHAID to assort. Results showed that CHAID test samples of prediction accuracy.
Keywords :
banking; large-scale systems; nonlinear systems; risk analysis; CHAID decision tree; bad loans; banking business; commercial bank lending; commercial bank personal loan; complex nonlinear system; credit risk; financial risks; general linear theory; Algorithm design and analysis; Analytical models; Banking; Classification algorithms; Credit cards; Decision trees; Risk management; CHAID; Commercial bank; Credit risk evaluation; Personal loan;
Conference_Titel :
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location :
Dengleng
Print_ISBN :
978-1-4577-0535-9
DOI :
10.1109/AIMSEC.2011.6009703
