An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis

Gang Kou and Wenshuai Wu

Mathematical Problems in Engineering, 2014, vol. 2014, 1-7

Abstract:

This paper proposes an analytic hierarchy model (AHM) to evaluate classification algorithms for credit risk analysis. The proposed AHM consists of three stages: data mining stage, multicriteria decision making stage, and secondary mining stage. For verification, 2 public-domain credit datasets, 10 classification algorithms, and 10 performance criteria are used to test the proposed AHM in the experimental study. The results demonstrate that the proposed AHM is an efficient tool to select classification algorithms in credit risk analysis, especially when different evaluation algorithms generate conflicting results.

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2014/297563.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2014/297563.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:297563

DOI: 10.1155/2014/297563

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().