Name
Abstract | ||
|---|---|---|
•An extensive real world case study on the credit scoring process of a bank is presented.•A novel two-step approach is proposed credit scoring using the theory of 3-way decisions.•Obvious cases are decided right away using a simple and cheap model with few attributes.•A second expensive model with an additional set of variables is used for the boundary cases only.•Variable acquisition costs are explicitly considered and computed in the real-world case study.•The approach performs as good as if all variables were used for all applicants at considerably reduced costs. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.ins.2018.08.001 | Information Sciences |
Keywords | Field | DocType |
Credit scoring,Business analytics,Three-way decisions,Probabilistic rough sets | Too big to fail,Actuarial science,Risk management,Risk management information systems,Probabilistic rough sets,Artificial intelligence,Bankruptcy,Financial sector,Machine learning,Mathematics | Journal |
Volume | ISSN | Citations |
507 | 0020-0255 | 6 |
PageRank | References | Authors |
0.40 | 25 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sebastián Maldonado | 1 | 508 | 32.45 |
| Georg Peters | 2 | 12 | 1.13 |
| Georg Peters | 3 | 12 | 1.13 |
| R. Weber | 4 | 85 | 7.55 |