Algorithm comparison for data mining classification: assessing bank customer credit scoring default risk
Rating consumer credit risk involves assessing credit application risks. Thus, every business must appropriately identify debtors and non-debtors. This study uses machine learning approaches to simulate consumer credit risk and compares the results to the logistic model, determining if machine learn...
| Main Authors: | Elaf Adel Abbas, Nisreen Abbas Hussein |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2024
|
| Online Access: | http://journalarticle.ukm.my/25733/ http://journalarticle.ukm.my/25733/1/13.pdf |
Similar Items
Credit score in default prediction fr P2P lending
by: Sim, Hui Xian
Published: (2024)
by: Sim, Hui Xian
Published: (2024)
An analysis of the impact of credit risk and liquidity risk on default probability in European banks
by: Persand-Gujadhur, Hurvashee
Published: (2014)
by: Persand-Gujadhur, Hurvashee
Published: (2014)
Essays on credit default swaps
by: Guo, Biao
Published: (2013)
by: Guo, Biao
Published: (2013)
Pricing Credit Default Swap
by: Han, Lu
Published: (2007)
by: Han, Lu
Published: (2007)
Improving credit scores for individuals and small businesses: implications for digital bank's credit risk
by: Yu, Zi Jun
Published: (2024)
by: Yu, Zi Jun
Published: (2024)
The default risk, enhancement and credit spread: evidence from China
by: Tang, Meiyazhu
Published: (2023)
by: Tang, Meiyazhu
Published: (2023)
Introduction of Credit Derivatives and Valuation of Credit Default Swap
by: Han, Lu
Published: (2006)
by: Han, Lu
Published: (2006)
Classification of defaulters in the payment of debt in Islamic banking practices
by: Hasan, Aznan, et al.
Published: (2017)
by: Hasan, Aznan, et al.
Published: (2017)
The profile of credit defaulters in Bank Rakyat Masjid Tanah / Norhamizah Mohd Noor
by: Mohd Noor, Norhamizah
Published: (2004)
by: Mohd Noor, Norhamizah
Published: (2004)
Significance of Controllable and Uncontrollable Drivers in Credit Defaults
by: Shi, L., et al.
Published: (2018)
by: Shi, L., et al.
Published: (2018)
Two-level trade credit with default risk in the supply chain under stochastic demand
by: Vandana, et al.
Published: (2018)
by: Vandana, et al.
Published: (2018)
Credit default swaps, bond spreads and the bond market
by: Zhu, Meicheng
Published: (2014)
by: Zhu, Meicheng
Published: (2014)
Determinants of Credit Default Swaps for North American Companies
by: MEHTA, AAYUSH
Published: (2016)
by: MEHTA, AAYUSH
Published: (2016)
Determinants of Credit Default Swaps for North American Companies
by: Mehta, Aayush
Published: (2016)
by: Mehta, Aayush
Published: (2016)
Credit Default Swaps: Are they Useful or Lethal for Financial Stability
by: Anees, Fuzail
Published: (2006)
by: Anees, Fuzail
Published: (2006)
Default resolution and access to fresh credit in an emerging market
by: Hussain, Inayat, et al.
Published: (2016)
by: Hussain, Inayat, et al.
Published: (2016)
The determinants of bank default risk: Evidences from Vietnamese commercial banks
by: Vu, Bich Ngoc
Published: (2017)
by: Vu, Bich Ngoc
Published: (2017)
The Determinants of Bank Default Risk: Evidence from the US Commercial Banks
by: Xiao, Xinyue
Published: (2019)
by: Xiao, Xinyue
Published: (2019)
The determinants of bank default risk: Evidence from Hong Kong banks
by: Wu, Qiong
Published: (2019)
by: Wu, Qiong
Published: (2019)
The Determinants of Bank Default Risk: Evidence from Commercial Banks in China
by: SHAO, Lin
Published: (2020)
by: SHAO, Lin
Published: (2020)
An empirical analysis of the determinants of banks’ default risk- UK commercial banks
by: Dangol, Saila
Published: (2018)
by: Dangol, Saila
Published: (2018)
Is bank risk appetite relevant to bank default in times of Covid-19?
by: Lee, Pei Ling, et al.
Published: (2022)
by: Lee, Pei Ling, et al.
Published: (2022)
CDS Implied Default Probabilities: A Study of a Reduced Form Model for Credit Risk
by: Kosoglu, Elif
Published: (2010)
by: Kosoglu, Elif
Published: (2010)
Credit Risk Management in Banking Institutions: Comparison between Chinese Banks and UK Banks
by: YU, LIN
Published: (2009)
by: YU, LIN
Published: (2009)
Factors that contributed to default in credit card repayment / Normala Othman
by: Othman, Normala
Published: (2011)
by: Othman, Normala
Published: (2011)
Credit card default prediction using machine learning techniques
by: Sayjadah, Yashna, et al.
Published: (2018)
by: Sayjadah, Yashna, et al.
Published: (2018)
Risk management credit scoring prediction using sentiment analysis
by: Chew, Chun Phang
Published: (2024)
by: Chew, Chun Phang
Published: (2024)
An Empirical Analysis of the Determinants of Bank’s Default Risk Across Europe
by: Theocharous, Savvas / S.T
Published: (2018)
by: Theocharous, Savvas / S.T
Published: (2018)
Empirical Analysis of Default Risk in Chinese Listed Commercial Banks
by: Wang, Guo-Hua
Published: (2017)
by: Wang, Guo-Hua
Published: (2017)
The geographies of securitisation and credit scoring
by: Wainwright, Thomas A.
Published: (2009)
by: Wainwright, Thomas A.
Published: (2009)
Comparison Performance of Qualitative Bankruptcy Classification based on Data Mining Algorithms
by: Nilam Nur Amir, Sjarif, et al.
Published: (2018)
by: Nilam Nur Amir, Sjarif, et al.
Published: (2018)
Modified Kohonen network algorithm for selection of the initial centres of Gustafson-Kessel algorithm in credit scoring
by: Sameer, Fadhaa Othman, et al.
Published: (2017)
by: Sameer, Fadhaa Othman, et al.
Published: (2017)
A statistical model for credit scoring
by: Greene, William
Published: (2008)
by: Greene, William
Published: (2008)
House Prices and Bank Credit Risks — A Comparison Between China and the USA
by: Wu, Yu
Published: (2022)
by: Wu, Yu
Published: (2022)
An Investigation of Different Determinants of Default Risks: Evidence from Chinese Commercial Banks
by: SHI, YINGQI
Published: (2019)
by: SHI, YINGQI
Published: (2019)
The Determinants of Credit Risk in Chinese Banks
by: Sun, Yu
Published: (2019)
by: Sun, Yu
Published: (2019)
News sentiment and bank credit risk
by: Smales, Lee
Published: (2016)
by: Smales, Lee
Published: (2016)
Financial inclusion and companies' default risk
by: Tunde, Matemilola Bolaji
Published: (2024)
by: Tunde, Matemilola Bolaji
Published: (2024)
The Determinants of Credit Risk in Chinese banks and UK banks
by: MAO, Qi
Published: (2014)
by: MAO, Qi
Published: (2014)
The Determinants of Bank Default Risk: Evidence from Commercial Banks in the United States from 2011-2017
by: FANG, JIE
Published: (2018)
by: FANG, JIE
Published: (2018)
Similar Items
-
Credit score in default prediction fr P2P lending
by: Sim, Hui Xian
Published: (2024) -
An analysis of the impact of credit risk and liquidity risk on default probability in European banks
by: Persand-Gujadhur, Hurvashee
Published: (2014) -
Essays on credit default swaps
by: Guo, Biao
Published: (2013) -
Pricing Credit Default Swap
by: Han, Lu
Published: (2007) -
Improving credit scores for individuals and small businesses: implications for digital bank's credit risk
by: Yu, Zi Jun
Published: (2024)