Application of Genetic Programming in credit scoring

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@InProceedings{Liu:2008:CCDC,
  author =       "Shu-an Liu and Qing Wang and Shuai Lv",
  title =        "Application of Genetic Programming in credit scoring",
  booktitle =    "Chinese Control and Decision Conference, CCDC 2008",
  year =         "2008",
  month =        jul,
  pages =        "1106--1110",
  keywords =     "genetic algorithms, genetic programming, coding
                 structure, combinatorial optimization problem, credit
                 scoring, genetic programming algorithm, human-computer
                 interactions, information value, combinatorial
                 mathematics, finance",
  DOI =          "doi:10.1109/CCDC.2008.4597485",
  abstract =     "Derived characteristics are usually regarded as
                 important index in credit scoring, however, only some
                 derived characteristics in common sense can be obtained
                 with analytical methods. In this paper, the selection
                 of derived characteristics is considered as a
                 combinatorial optimization problem of mathematical
                 symbols and original characteristics. To solve the
                 problem, a Genetic Programming algorithm is proposed,
                 where the coding structure is in a tree form and the
                 objective is expressed by Information Value (IV). A
                 procedure of human-computer interactions are designed
                 to choose the derived characteristics with practical
                 significance from the better results obtained by the
                 Genetic Programming algorithm. Furthermore, an improved
                 model is proposed based on linear discriminate
                 analysis, where derived characteristics are included
                 The simulation experiments show that the results is
                 satisfactory, the proposed models are of competitive
                 discrimination.",
  notes =        "Also known as \cite{4597485}",
}

Genetic Programming entries for Shu-an Liu Qing Wang Shuai Lv

Citations