教師資料查詢 | 類別: 期刊論文 | 教師: 陳怡妃 I-FEI CHEN (瀏覽個人網頁)

標題:A Two-Stage Cardholder Behavioral scoring Model Using Artificial Neural Networks and data Envelopment Analysis
學年99
學期2
出版(發表)日期2011/03/01
作品名稱A Two-Stage Cardholder Behavioral scoring Model Using Artificial Neural Networks and data Envelopment Analysis
作品名稱(其他語言)
著者I-Fei Chen
單位管理科學學系暨研究所
出版者
著錄名稱、卷期、頁數International Journal of Advancements in Computing Technology 3(2)
摘要Since the databases that banks use for analysis of cardholders’ repayment behaviours are usually
large and complicated, and the extant classification techniques hardly offer 100% correct
classification accuracy so as to possibly incur a considerable loss associated with type II errors, the
prediction of cardholders’ future payment behaviours has been still referred to as a difficult task in the
credit industry.
This paper proposes a two-stage cardholder behavioural scoring model, with merits of artificial
neural networks (ANNSs) and data envelopment analysis (DEA), which not only enables banks to
verify the ANNSs predicted results of each cardholder’s future repayment behaviour as well as to
identify creditworthy cardholders who is profitable with low risks, but also provides guidelines to
improve contributions of each inefficient cardholder for card issuer profitability.
關鍵字Chi-square Automatic Interaction Detector (CHAID);Artificial Neural Networks (ANNs);Data Envelopment Analysis (DEA);Behavioural Scoring;Data Mining
語言英文
ISSN2005-8039;2233-9337
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別韓國
公開徵稿
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