Evaluating the Effectiveness of Data Mining Techniques in Credit Scoring of Bank Customers Using Mathematical Models: A Case Study of Individual Borrowers of Refah Kargaran Bank in Zanjan Province, Iran
- سال انتشار: 1399
- محل انتشار: مجله آنالیز غیر خطی و کاربردها، دوره: 11، شماره: 0
- کد COI اختصاصی: JR_IJNAA-11-0_022
- زبان مقاله: انگلیسی
- تعداد مشاهده: 148
نویسندگان
PhD Student of Industrial Management, Alborz Faculty, University of Tehran, Tehran, Iran
Professor, Faculty of Management, University of Tehran, Tehran, Iran
Professor, Faculty of Management, University of Tehran, Tehran, Iran.
چکیده
Loan deferment is a negative consequence of the activities of financial institutions. Increase in the amount of deferred loans can diminish productivity in the banking sector. The purpose of the present research is to cluster bank customers in order to prevent loan deferment and identify and classify customers with varying levels of loan repayment risk. In the proposed method, k-means, two-step, and Kohonen techniques are used for clustering and determining the behavior of each cluster. The results indicate that the k-means model with five clusters has the highest clustering accuracy. Clustering is also used to determine underlying feauture. loan term, loan value, and collateral value are respectively identified as the most influential feauture . Customers are clustered after removing non-significant feautures. Eight different machine learning techniques are used for clustering. These techniques are ranked in terms of efficiency based on certain evaluation criteria and using data envelopment analysis. The results indicated that support vector machine (SVM) and artificial neural networks (ANN) are the most efficient of the examined techniquesکلیدواژه ها
Credit Scoring, Clustering, Data Mining, Data Envelopment Analysis (DEA)اطلاعات بیشتر در مورد COI
COI مخفف عبارت CIVILICA Object Identifier به معنی شناسه سیویلیکا برای اسناد است. COI کدی است که مطابق محل انتشار، به مقالات کنفرانسها و ژورنالهای داخل کشور به هنگام نمایه سازی بر روی پایگاه استنادی سیویلیکا اختصاص می یابد.
کد COI به مفهوم کد ملی اسناد نمایه شده در سیویلیکا است و کدی یکتا و ثابت است و به همین دلیل همواره قابلیت استناد و پیگیری دارد.