Using Neural Network Rule Extraction and Decision Tables for Credit - Risk Evaluation.
Bart BaesensRudy SetionoChristophe MuesJan VanthienenPublished in: Manag. Sci. (2003)
Keyphrases
- decision table
- credit risk evaluation
- neural network rule extraction
- neural network
- credit risk
- decision rules
- variable precision
- rough set theory
- briefly introduced
- decision trees
- attribute reduction
- information entropy
- rough sets
- knowledge reduction
- listed companies
- evaluation method
- classification error
- credit scoring
- discernibility matrix
- databases
- commercial banks
- financial data
- risk analysis
- empirical analysis
- attribute values
- logistic regression
- naive bayes