Article ID: | iaor20041045 |
Country: | United Kingdom |
Volume: | 54 |
Issue: | 6 |
Start Page Number: | 627 |
End Page Number: | 635 |
Publication Date: | Jun 2003 |
Journal: | Journal of the Operational Research Society |
Authors: | Stepanova M., Gestel T. Van, Baesens B., Viaene S., Suykens J., Vanthienen J. |
Keywords: | performance |
In this paper, we study the performance of various state-of-the-art classification algorithms applied to eight real-life credit scoring data sets. Some of the data sets originate from major Benelux and UK financial institutions. Different types of classifiers are evaluated and compared. Besides the well-known classification algorithms (e.g. logistic regression, discriminant analysis,