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Symbolic decision stumps in individual credit scoring

Author

Listed:
  • Marcin Pełka

    (Wroclaw University of Economics and Business, Department of Econometrics and Computer Science)

Abstract

Polish bank law defines credit ability as the ability to repay a credit and interest according to terms that have been set in the credit agreement. Credit scoring is a crucial element for any bank with a fundamental impact on its future financial condition. Credit scoring can be calculated with the application of statistical methods. The main aim of this paper is to present the possibility of an ensemble of symbolic decision stumps in credit scoring where two real data sets are used. Results show that symbolic decision stumps can be applied in individual credit scoring.

Suggested Citation

  • Marcin Pełka, 2019. "Symbolic decision stumps in individual credit scoring," Bank i Kredyt, Narodowy Bank Polski, vol. 50(6), pages 513-528.
    • Handle: RePEc:nbp:nbpbik:v:50:y:2019:i:6:p:513-528
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    File URL: https://bankikredyt.nbp.pl/content/2019/06/BIK_06_2019_01.pdf
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    More about this item

    Keywords

    credit ability; symbolic data; decision stumps;
    All these keywords.

    JEL classification:

    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software

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