A Hybrid Credit Scoring Model Based on Genetic Programming and Support Vector Machines

Created by W.Langdon from gp-bibliography.bib Revision:1.4202

  author =       "Defu Zhang and Mhand Hifi and Qingshan Chen and 
                 Weiguo Ye",
  title =        "A Hybrid Credit Scoring Model Based on Genetic
                 Programming and Support Vector Machines",
  booktitle =    "Fourth International Conference on Natural
                 Computation, ICNC '08",
  year =         "2008",
  month =        oct,
  volume =       "7",
  pages =        "8--12",
  keywords =     "genetic algorithms, genetic programming, UCI database,
                 back-propagation neural network, credit industry,
                 decision tree classifiers, hybrid credit scoring model,
                 logistic regression, support vector machines, financial
                 data processing, support vector machines",
  DOI =          "doi:10.1109/ICNC.2008.205",
  abstract =     "Credit scoring has obtained more and more attention as
                 the credit industry can benefit from reducing potential
                 risks. Hence, many different useful techniques, known
                 as the credit scoring models, have been developed by
                 the banks and researchers in order to solve the
                 problems involved during the evaluation process. In
                 this paper, a hybrid credit scoring model (HCSM) is
                 developed to deal with the credit scoring problem by
                 incorporating the advantages of genetic programming and
                 support vector machines. Two credit data sets in UCI
                 database are selected as the experimental data to
                 demonstrate the classification accuracy of the HCSM.
                 Compared with support vector machines, genetic
                 programming, decision tree classifiers, logistic
                 regression, and back-propagation neural network, HCSM
                 can obtain better classification accuracy.",
  notes =        "Also known as \cite{4667935}",

Genetic Programming entries for De-Fu Zhang Mhand Hifi Qing-Shan Chen Weiguo Ye