Fuzzy Classification Method in Credit Risk
The paper presents FCMCR a fuzzy classification method for credit risk in banking system. Our implementation makes use of fuzzy rules to evaluate similarity between objects as well as using membership degree for features respect to each class. The method is inspired by Fuzzy classification method and was tested using loan data from a large bank. Our result shows that the proposed method is competitive with other approaches reported in the literature.
KeywordsFuzzy classification Credit risk evaluation Default
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