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Comprehensible credit scoring models using rule extraction from support vector machines

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  • Martens, David
  • Baesens, Bart
  • Van Gestel, Tony
  • Vanthienen, Jan

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Bibliographic Info

Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 183 (2007)
Issue (Month): 3 (December)
Pages: 1466-1476

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Handle: RePEc:eee:ejores:v:183:y:2007:i:3:p:1466-1476

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Web page: http://www.elsevier.com/locate/eor

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Cited by:
  1. Lessmann, Stefan & Sung, Ming-Chien & Johnson, Johnnie E.V., 2009. "Identifying winners of competitive events: A SVM-based classification model for horserace prediction," European Journal of Operational Research, Elsevier, vol. 196(2), pages 569-577, July.
  2. Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W., 2010. "Consumer credit-risk models via machine-learning algorithms," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2767-2787, November.
  3. Stefan Lessmann & Stefan Voß, 2010. "Customer-Centric Decision Support," Business & Information Systems Engineering, Springer, vol. 2(2), pages 79-93, April.
  4. Finlay, Steven, 2011. "Multiple classifier architectures and their application to credit risk assessment," European Journal of Operational Research, Elsevier, vol. 210(2), pages 368-378, April.
  5. Carrizosa, Emilio & Martín-Barragán, Belén & Morales, Dolores Romero, 2011. "Detecting relevant variables and interactions in supervised classification," European Journal of Operational Research, Elsevier, vol. 213(1), pages 260-269, August.
  6. Li, Hui & Hong, Lu-Yao & He, Jia-Xun & Xu, Xuan-Guo & Sun, Jie, 2013. "Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessment," Economic Modelling, Elsevier, vol. 33(C), pages 747-761.
  7. Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring," European Journal of Operational Research, Elsevier, vol. 195(3), pages 942-959, June.
  8. Doumpos, Michael & Zopounidis, Constantin, 2011. "Preference disaggregation and statistical learning for multicriteria decision support: A review," European Journal of Operational Research, Elsevier, vol. 209(3), pages 203-214, March.
  9. TOBBACK, Ellen & MARTENS, David & VAN GESTEL, Tony & BAESENS, Bart, 2012. "Forecasting loss given default models: Impact of account characteristics and the macroeconomic state," Working Papers 2012019, University of Antwerp, Faculty of Applied Economics.
  10. Dejaeger, Karel & Goethals, Frank & Giangreco, Antonio & Mola, Lapo & Baesens, Bart, 2012. "Gaining insight into student satisfaction using comprehensible data mining techniques," European Journal of Operational Research, Elsevier, vol. 218(2), pages 548-562.
  11. Liao, Jui-Jung & Shih, Ching-Hui & Chen, Tai-Feng & Hsu, Ming-Fu, 2014. "An ensemble-based model for two-class imbalanced financial problem," Economic Modelling, Elsevier, vol. 37(C), pages 175-183.
  12. Coussement, Kristof & Buckinx, Wouter, 2011. "A probability-mapping algorithm for calibrating the posterior probabilities: A direct marketing application," European Journal of Operational Research, Elsevier, vol. 214(3), pages 732-738, November.
  13. Martin-Barragan, Belen & Lillo, Rosa & Romo, Juan, 2014. "Interpretable support vector machines for functional data," European Journal of Operational Research, Elsevier, vol. 232(1), pages 146-155.
  14. K. W. De Bock & D. Van Den Poel, 2012. "Reconciling Performance and Interpretability in Customer Churn Prediction using Ensemble Learning based on Generalized Additive Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/805, Ghent University, Faculty of Economics and Business Administration.

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