A Two- Stage Cardholder Behavioural Scoring Model Using Artificial Neural Networks and Data Envelopment Analysis

doi:10.4156/ijact.vol3.issue2.11

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/77647

請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/77647

題名:	A Two- Stage Cardholder Behavioural Scoring Model Using Artificial Neural Networks and Data Envelopment Analysis
作者:	Chen, I-Fei
貢獻者:	淡江大學管理科學學系
關鍵詞:	Chi-square Automatic Interaction Detector (CHAID);Artificial Neural Networks (ANNs);Data Envelopment Analysis (DEA);Behavioural Scoring;Data Mining
日期:	2011-03
上傳時間:	2012-06-28 11:09:02 (UTC+8)
出版者:	Gyeongju-si: Advanced Institute of Convergence I T
摘要:	Since the databases that banks use for analysis of cardholders’ repayment behaviours are usually large and complicated, and the extant classification techniques hardly offer 100% correct classification accuracy so as to possibly incur a considerable loss associated with type II errors, the prediction of cardholders’ future payment behaviours has been still referred to as a difficult task in the credit industry. This paper proposes a two-stage cardholder behavioural scoring model, with merits of artificial neural networks (ANNSs) and data envelopment analysis (DEA), which not only enables banks to verify the ANNSs predicted results of each cardholder’s future repayment behaviour as well as to identify creditworthy cardholders who is profitable with low risks, but also provides guidelines to improve contributions of each inefficient cardholder for card issuer profitability.
關聯:	International Journal of Advancements in Computing Technology 3(2), pp.87-94
DOI:	10.4156/ijact.vol3.issue2.11
顯示於類別:	[管理科學學系暨研究所] 期刊論文

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
index.html		0Kb	HTML	31	檢視/開啟

在機構典藏中所有的資料項目都受到原著作權保護.

TAIR相關文章

資料載入中.....