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Symbolic decision stumps in individual credit scoring

Marcin Pełka ()
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Marcin Pełka: Wroclaw University of Economics and Business, Department of Econometrics and Computer Science

Bank i Kredyt, 2019, vol. 50, issue 6, 513-528

Abstract: Polish bank law defines credit ability as the ability to repay a credit and interest according to terms that have been set in the credit agreement. Credit scoring is a crucial element for any bank with a fundamental impact on its future financial condition. Credit scoring can be calculated with the application of statistical methods. The main aim of this paper is to present the possibility of an ensemble of symbolic decision stumps in credit scoring where two real data sets are used. Results show that symbolic decision stumps can be applied in individual credit scoring.

Keywords: credit ability; symbolic data; decision stumps (search for similar items in EconPapers)
JEL-codes: C39 C53 C58 C63 C88 (search for similar items in EconPapers)
Date: 2019
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