Small business credit scoring: a comparison of logistic regression, neural network, and decision tree models

M. Zekić-Sušac, N. Šarlija, M. Benšić
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引用次数: 64

Abstract

The paper compares the models for small business credit scoring developed by logistic regression, neural networks, and CART decision trees on a Croatian bank dataset. The models obtained by all three methodologies were estimated; then validated on the same hold-out sample, and their performance is compared. There is an evident significant difference among the best neural network model, decision tree model, and logistic regression model. The most successful neural network model was obtained by the probabilistic algorithm. The best model extracted the most important features for small business credit scoring from the observed data
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小企业信用评分:逻辑回归、神经网络和决策树模型的比较
本文比较了克罗地亚银行数据集上由逻辑回归、神经网络和CART决策树开发的小企业信用评分模型。对三种方法得到的模型进行了估计;然后在同一样品上进行验证,并对其性能进行比较。最佳神经网络模型、决策树模型和逻辑回归模型之间存在显著差异。通过概率算法得到最成功的神经网络模型。最佳模型从观察到的数据中提取出小企业信用评分最重要的特征
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