Articlegreen2012

A literature review on the application of evolutionary computing to credit scoring

Ana I. Marqués · Vicente García · J. Salvador Sánchez

109 citations0/0 files storedJournal of the Operational Research Society

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Financial Distress and Bankruptcy Prediction Metaheuristic Optimization Algorithms Research Evolutionary Algorithms and Applications

Abstract

The last years have seen the development of many credit scoring models for assessing the creditworthiness of loan applicants. Traditional credit scoring methodology has involved the use of statistical and mathematical programming techniques such as discriminant analysis, linear and logistic regression, linear and quadratic programming, or decision trees. However, the importance of credit grant decisions for financial institutions has caused growing interest in using a variety of computational intelligence techniques. This paper concentrates on evolutionary computing, which is viewed as one of the most promising paradigms of computational intelligence. Taking into account the synergistic relationship between the communities of Economics and Computer Science, the aim of this paper is to summarize the most recent developments in the application of evolutionary algorithms to credit scoring by means of a thorough review of scientific articles published during the period 2000–2012.

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1999Data preparation for data mining 1997Statistical Classification Methods in Consumer Credit Scoring: A Review 2000Neural network credit scoring models 2003Benchmarking state-of-the-art classification algorithms for credit scoring 2006Credit scoring with a data mining approach based on support vector machines 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers 2002Credit Scoring and Its Applications

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2018An artificial intelligence system for predicting customer default in e-commerce 2021A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods 2017Probabilistic modeling and visualization for bankruptcy prediction 2014Credit rating with a monotonicity-constrained support vector machine model 2021Explainability in supply chain operational risk management: A systematic literature review

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