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Combination of feature selection and optimized fuzzy apriori rules : the case of credit scoring
Joint Authors
Sadatrasoul, Sayyid
Gholamian, Muhammad Rida
Shahanaghi, Kamran
Source
The International Arab Journal of Information Technology
Issue
Vol. 12, Issue 2 (31 Mar. 2015)8 p.
Publisher
Publication Date
2015-03-31
Country of Publication
Jordan
No. of Pages
8
Main Subjects
Information Technology and Computer Science
Topics
Abstract EN
Credit scoring is an important topic, and banks collect different data from their loan applicants to make appropriate and correct decisions.
Rule bases are favourite in credit decision making because of their ability to explicitly distinguish between good and bad applicants.
This paper uses four feature selection approaches as features pre-processing combined with fuzzy apriori.
These methods are stepwise regression, CART, Correlation matrix and PCA.
Particle Swarm is applied to find the best fuzzy apriori rules by searching different support and confidence.
Considering Australian and German UCI and an Iranian bank datasets, different feature selections methods are compared in terms of accuracy, number of rules and number of features.
The results are compared using T test ; it reveals that fuzzy apriori combined with PCA creates a compact rule base and shows better results than the single fuzzy apriori model and other combined feature selection methods.
American Psychological Association (APA)
Sadatrasoul, Sayyid& Gholamian, Muhammad Rida& Shahanaghi, Kamran. 2015. Combination of feature selection and optimized fuzzy apriori rules : the case of credit scoring. The International Arab Journal of Information Technology،Vol. 12, no. 2.
https://search.emarefa.net/detail/BIM-368806
Modern Language Association (MLA)
Sadatrasoul, Sayyid…[et al.]. Combination of feature selection and optimized fuzzy apriori rules : the case of credit scoring. The International Arab Journal of Information Technology Vol. 12, no. 2 (Mar. 2015).
https://search.emarefa.net/detail/BIM-368806
American Medical Association (AMA)
Sadatrasoul, Sayyid& Gholamian, Muhammad Rida& Shahanaghi, Kamran. Combination of feature selection and optimized fuzzy apriori rules : the case of credit scoring. The International Arab Journal of Information Technology. 2015. Vol. 12, no. 2.
https://search.emarefa.net/detail/BIM-368806
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references.
Record ID
BIM-368806