Please use this identifier to cite or link to this item: https://olympias.lib.uoi.gr/jspui/handle/123456789/11236
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dc.contributor.authorGoletsis, Y.,en
dc.contributor.authorExarchos, T.P.,en
dc.contributor.authorKatsis, C. D.en
dc.date.accessioned2015-11-24T17:04:53Z-
dc.date.available2015-11-24T17:04:53Z-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/11236-
dc.rightsDefault Licence-
dc.subjectCredit scoring, ant colony systems, classification, feature selection, rule extractionen
dc.titleCredit scoring using an Ant mining approachen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.primary10.3233/HSM-2010-0715-
heal.identifier.secondaryhttp://iospress.metapress.com/content/xrm2p10870k44104/-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate2010-
heal.abstractCredit scoring or credit risk assessment is a domain of major importance for financial institutions. Accurate predictions can lead to significant savings for the institutions. In the current work we evaluate the use of an Ant Colony System (ACS) in the problem of credit scoring. ACS are nature inspired algorithms that search for the optimal solution, by mimicking the functions of ants. In our application artificial ants are applied for rule extraction. The performance of ant based rule extraction is compared against six widely used classification methods. All tests are complemented with feature selection approaches, for dimensionality reduction. Our evaluation is performed using three different datasets with credit scoring instances. The obtained results indicate that the examined ant based approach, offers high accuracy comparative to the accuracies obtained by the rest of the classifiers. Considering the fact that our approach has the ability to extract classification rules, thus offering interpretation of results, it appears as a promising alternative classification method for credit scoring.en
heal.publisherIOS Pressen
heal.journalNameHuman systems managementen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ

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