Utilize este identificador para referenciar este registo: http://hdl.handle.net/10362/115481
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dc.contributor.authorAshofteh, Afshin-
dc.contributor.authorBravo, Jorge M.-
dc.date.accessioned2021-04-13T22:39:16Z-
dc.date.available2024-12-31T01:31:25Z-
dc.date.issued2021-08-15-
dc.identifier.issn0957-4174-
dc.identifier.otherPURE: 29183504-
dc.identifier.otherPURE UUID: a090be3a-b18a-47b0-b1e0-fd0622e58833-
dc.identifier.otherScopus: 85103694489-
dc.identifier.otherORCID: /0000-0002-7389-5103/work/92229471-
dc.identifier.otherWOS: 000646956600008-
dc.identifier.urihttp://hdl.handle.net/10362/115481-
dc.descriptionAshofteh, A., & Bravo, J. M. (2021). A conservative approach for online credit scoring. Expert Systems with Applications, 176, 1-16. [114835]. https://doi.org/10.1016/j.eswa.2021.114835 ---%ABS1%-
dc.description.abstractThis research is aimed at the case of credit scoring in risk management and presents a novel machine learning method to be used for the default prediction of high-risk branches or customers. This study uses the Kruskal-Wallis non-parametric statistic to form a conservative credit-scoring model and to study the impact on modeling performance on the benefit of the credit provider. The findings show that the new credit scoring methodology represents a reasonable coefficient of determination and a very low false-negative rate. It is computationally less expensive with high accuracy with around 18% improvement in Recall/Sensitivity. Because of the recent perspective of continued credit/behavior scoring, our study suggests using this credit score for non-traditional data sources for online loan providers to allow them to study and reveal changes in client behavior over time and choose the reliable unbanked customers, based on their application data. This is the first study that develops an online non-parametric credit scoring system, which is able to reselect effective features automatically for continued credit evaluation and weigh them out by their level of contribution with a good diagnostic ability.en
dc.format.extent16-
dc.language.isoeng-
dc.rightsopenAccesspt_PT
dc.subjectBig Data-
dc.subjectKruskal_Wallis statistic-
dc.subjectMachine learning-
dc.subjectOnline credit scoring-
dc.subjectOpen banking-
dc.subjectRisk analysis-
dc.subjectEngineering(all)-
dc.subjectComputer Science Applications-
dc.subjectArtificial Intelligence-
dc.titleA conservative approach for online credit scoring-
dc.typearticle-
degois.publication.firstPage1-
degois.publication.lastPage16-
degois.publication.titleExpert Systems with Applications-
degois.publication.volume176-
dc.peerreviewedyes-
dc.identifier.doihttps://doi.org/10.1016/j.eswa.2021.114835-
dc.description.versionauthorsversion-
dc.description.versionpublished-
dc.contributor.institutionNOVA Information Management School (NOVA IMS)-
dc.contributor.institutionInformation Management Research Center (MagIC) - NOVA Information Management School-
Aparece nas colecções:NIMS: MagIC - Artigos em revista internacional com arbitragem científica (Peer-Review articles in international journals)

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