A Modified Genetic Programming for Behavior Scoring Problem

Created by W.Langdon from gp-bibliography.bib Revision:1.4221

  author =       "Qing-Shan Chen and De-Fu Zhang and Li-Jun Wei and 
                 Huo-Wang Chen",
  title =        "A Modified Genetic Programming for Behavior Scoring
  booktitle =    "IEEE Symposium on Computational Intelligence and Data
                 Mining, CIDM 2007",
  year =         "2007",
  pages =        "535--539",
  address =      "Honolulu, HI, USA",
  month =        mar # " 1-" # apr # " 5",
  publisher =    "IEEE",
  keywords =     "genetic algorithms, genetic programming, Chinese
                 commercial bank, backpropagation neural network,
                 behavior scoring problem, financial institutions,
                 future credit performance forecasting, real life credit
                 data set, risk management, backpropagation, customer
                 relationship management, financial data processing",
  ISBN =         "1-4244-0705-2",
  DOI =          "doi:10.1109/CIDM.2007.368921",
  size =         "5 pages",
  abstract =     "Behavior scoring is an important part of risk
                 management in financial institutions, which is used to
                 help financial institutions make better decisions in
                 managing existing customers by forecasting their future
                 credit performance. In this paper, a modified genetic
                 programming (MGP) is introduced to solve the behavior
                 scoring problems. A real life credit data set in a
                 Chinese commercial bank is selected as the experimental
                 data to demonstrate the classification accuracy of this
                 method. MGP is compared with back-propagation neural
                 network (BPN), and another GP that uses normalized
                 inputs (NGP), the experimental results show that the
                 MGP has slight better classification accuracy rate than
                 NGP, and outperforms BPN in dealing with behavior
                 scoring problems because of less historical samples of
                 credit data in Chinese commercial banks",
  bibdate =      "2007-09-13",
  bibsource =    "DBLP,

Genetic Programming entries for Qing-Shan Chen De-Fu Zhang Li-Jun Wei Huo-Wang Chen