Title :
Construction and Application of ART on Personal Credit Scoring
Author :
Jiang, Minghui ; Lin, Shan
Author_Institution :
Harbin Inst. of Technol., Harbin, China
Abstract :
We propose Fuzzy ART in personal credit area to the problem which can´t handle discrete variables and continuous variables together and compared the outputs with logistic regression, linear programming and the BP neural network model results. The empirical result indicates that the model of Fuzzy ART category has less error II and possesses better applicable for commercial banks.
Keywords :
ART neural nets; backpropagation; banking; fuzzy set theory; linear programming; regression analysis; BP neural network model; commercial banks; fuzzy ART category; linear programming; logistic regression; personal credit scoring; Fuzzy ART; credit scoring; personal credit;
Conference_Titel :
Digital Manufacturing and Automation (ICDMA), 2010 International Conference on
Conference_Location :
ChangSha
Print_ISBN :
978-0-7695-4286-7
DOI :
10.1109/ICDMA.2010.202
