An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-05-04
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Kou, Gang& Wu, Wenshuai. 2014. An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-461434
Modern Language Association (MLA)
Kou, Gang& Wu, Wenshuai. An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis. Mathematical Problems in Engineering No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-461434
American Medical Association (AMA)
Kou, Gang& Wu, Wenshuai. An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-461434
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-461434