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Mining the customer credit using classification and regression tree and multivariate adaptive regression splines

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  • Lee, Tian-Shyug
  • Chiu, Chih-Chou
  • Chou, Yu-Chao
  • Lu, Chi-Jie

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  • Lee, Tian-Shyug & Chiu, Chih-Chou & Chou, Yu-Chao & Lu, Chi-Jie, 2006. "Mining the customer credit using classification and regression tree and multivariate adaptive regression splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 1113-1130, February.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:4:p:1113-1130
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    References listed on IDEAS

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    2. Desai, Vijay S. & Crook, Jonathan N. & Overstreet, George A., 1996. "A comparison of neural networks and linear scoring models in the credit union environment," European Journal of Operational Research, Elsevier, vol. 95(1), pages 24-37, November.
    3. Barney, Douglas K. & Finley Graves, O. & Johnson, John D., 1999. "The farmers home administration and farm debt failure prediction," Journal of Accounting and Public Policy, Elsevier, vol. 18(2), pages 99-139.
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    5. Reichert, Alan K & Cho, Chien-Ching & Wagner, George M, 1983. "An Examination of the Conceptual Issues Involved in Developing Credit-scoring Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 101-114, April.
    6. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
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    11. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    12. Kuhnert, Petra M. & Do, Kim-Anh & McClure, Rod, 2000. "Combining non-parametric models with logistic regression: an application to motor vehicle injury data," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 371-386, September.
    13. Piramuthu, Selwyn, 1999. "Financial credit-risk evaluation with neural and neurofuzzy systems," European Journal of Operational Research, Elsevier, vol. 112(2), pages 310-321, January.
    14. Bardos, Mireille, 1998. "Detecting the risk of company failure at the Banque de France," Journal of Banking & Finance, Elsevier, vol. 22(10-11), pages 1405-1419, October.
    15. Jagielska, Ilona & Jaworski, Janusz, 1996. "Neural Network for Predicting the Performance of Credit Card Accounts," Computational Economics, Springer;Society for Computational Economics, vol. 9(1), pages 77-82, February.
    16. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
    17. De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst, 1998. "Forecasting exchange rates using TSMARS," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 513-534, June.
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