Advertisement

A Data Mining Approach to Credit Risk Evaluation and Behaviour Scoring

  • Sara C. Madeira
  • Arlindo L. Oliveira
  • Catarina S. Conceição
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2902)

Abstract

Behaviour scoring is used in several companies to score the customers according to credit risk by analyzing historical data about their past behaviour. In this paper we describe a data mining approach to credit risk evaluation in a Portuguese telecommunication company.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    Mitchel, T. M.: Machine Learning. McGraw-Hill Internacional Editions, Computer Science Series, Singapore (1997) Google Scholar
  2. 2.
    Han, J., Kamber, M.: Data Mining. Concepts and Techniques. Morgan Kaufman Publishers, San Francisco (2001)Google Scholar
  3. 3.
    Breiman, L., Friedman, J.H., Olsen, R.A., Stone, C.J.: Classification and Regression Trees, Pacific Grove, Wadsworth (1984)Google Scholar
  4. 4.
    Quinlan, J.R.: Induction of decision trees. Machine Learning 1, 81–106 (1986)Google Scholar
  5. 5.
    Rumelhart, D.E., McClelland, J.L.: PDP Research Group: Parallel Distributed Processing. MIT Press, Cambridge (1986)Google Scholar
  6. 6.
    Banks, W.J., Leonard, K.J.: Credit Scoring and mathematical models. Credit and Financial Managment Review 1 (1995)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Sara C. Madeira
    • 1
    • 2
  • Arlindo L. Oliveira
    • 1
    • 3
  • Catarina S. Conceição
    • 3
  1. 1.Inesc-ID/ISTLisbonPortugal
  2. 2.Universidade da Beira InteriorCovilhãPortugal
  3. 3.Link Consulting SALisbonPortugal

Personalised recommendations