The bank loan approval decision from multiple perspectives
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摘要
This paper develops a probability model to evaluate the predictive validity of two-way classification schemes in the context of personal credit scoring and bank loan applications. The Bayesian decision model provides a structure for identifying classification rules that lead to optimal-maximum expected payoff or minimum expected cost-classifications. Using payoffs from multiple perspectives allows identifying conditions where the various perspectives produce contradictory classifications generating either profit premiums or cost penalties depending on the perspective.
论文关键词:Classification,Probability model,Bayesian decision model,Decision trees
论文评审过程:Available online 18 September 2012.
论文官网地址:https://doi.org/10.1016/j.eswa.2012.09.001