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Credit Scoring Analysis: Case Study of Using Weka

In: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Dubrovnik, Croatia, 7-9 September 2017

Author

Listed:
  • Škegro, Frane
  • Zoroja, Jovana
  • Šimičević, Vanja

Abstract

The goal of the paper is to present the overview of methodology of using credit scoring analysis with software Weka. German credit dataset was used in order to develop a decision tree with J.48 algorithm. We present characteristics of the dataset and the main results with the focus to the interpretation of Weka output. Paper could be useful for the users of Weka that aim to use it for credit scoring analysis.

Suggested Citation

  • Škegro, Frane & Zoroja, Jovana & Šimičević, Vanja, 2017. "Credit Scoring Analysis: Case Study of Using Weka," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2017), Dubrovnik, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Dubrovnik, Croatia, 7-9 September 2017, pages 88-93, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
    • Handle: RePEc:zbw:entr17:183764
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    File URL: https://www.econstor.eu/bitstream/10419/183764/1/12-ENT-2017-Skegro-paper-88-93.pdf
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    More about this item

    Keywords

    data base; credit risk; data mining; knowledge discovery; granting credits;
    All these keywords.

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General

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