A hybrid approach to integrate genetic algorithm into dual scoring model in enhancing the performance of credit scoring model

Credit scoring model is an important tool for assessing risks in financial industry, consequently the majority of financial institutions actively develops credit scoring model on the credit approval assessment of new customers and the credit risk management of existing customers. Nonetheless, most past researches used the one-dimensional credit scoring model to measure customer risk. In this study, we select important variables by genetic algorithm (GA) to combine the bank’s internal behavioral scoring model with the external credit bureau scoring model to construct the dual scoring model for credit risk management of mortgage accounts. It undergoes more accurate risk judgment and segmentation to further discover the parts which are required to be enhanced in management or control from mortgage portfolio. The results show that the predictive ability of the dual scoring model outperforms both one-dimensional behavioral scoring model and credit bureau scoring model. Moreover, this study proposes credit strategies such as on-lending retaining and collection actions for corresponding customers in order to contribute benefits to the practice of banking credit.     

Does segmentation always improve model performance in credit scoring?

Credit scoring allows for the credit risk assessment of bank customers. A single scoring model (scorecard) can be developed for the entire customer population, e.g. using logistic regression. However, it is often expected that segmentation, i.e. dividing the population into several groups and building separate scorecards for them, will improve the model performance. The most common statistical methods for segmentation are the two-step approaches, where logistic regression follows Classification and Regression Trees (CART) or Chi-squared Automatic Interaction Detection (CHAID) trees etc. In this research, the two-step approaches are applied as well as a new, simultaneous method, in which both segmentation and scorecards are optimised at the same time: Logistic Trees with Unbiased Selection (LOTUS). For reference purposes, a single-scorecard model is used. The above-mentioned methods are applied to the data provided by two of the major UK banks and one of the European credit bureaus. The model performance measures are then compared to examine whether there is improvement due to the segmentation methods used. It is found that segmentation does not always improve model performance in credit scoring: for none of the analysed real-world datasets, the multi-scorecard models perform considerably better than the single-scorecard ones. Moreover, in this application, there is no difference in performance between the two-step and simultaneous approaches.     

Rough set and scatter search metaheuristic based feature selection for credit scoring

As the credit industry has been growing rapidly, credit scoring models have been widely used by the financial industry during this time to improve cash flow and credit collections. However, a large amount of redundant information and features are involved in the credit dataset, which leads to lower accuracy and higher complexity of the credit scoring model. So, effective feature selection methods are necessary for credit dataset with huge number of features. In this paper, a novel approach, called RSFS, to feature selection based on rough set and scatter search is proposed. In RSFS, conditional entropy is regarded as the heuristic to search the optimal solutions. Two credit datasets in UCI database are selected to demonstrate the competitive performance of RSFS consisted in three credit models including neural network model, J48 decision tree and Logistic regression. The experimental result shows that RSFS has a superior performance in saving the computational costs and improving classification accuracy compared with the base classification methods.     

Computational time reduction for credit scoring: An integrated approach based on support vector machine and stratified sampling method

With the rapid growth of credit industry, credit scoring model has a great significance to issue a credit card to the applicant with a minimum risk. So credit scoring is very important in financial firm like bans etc. With the previous data, a model is established. From that model is decision is taken whether he will be granted for issuing loans, credit cards or he will be rejected. There are several methodologies to construct credit scoring model i.e. neural network model, statistical classification techniques, genetic programming, support vector model etc. Computational time for running a model has a great importance in the 21st century. The algorithms or models with less computational time are more efficient and thus gives more profit to the banks or firms. In this study, we proposed a new strategy to reduce the computational time for credit scoring. In this approach we have used SVM incorporated with the concept of reduction of features using F score and taking a sample instead of taking the whole dataset to create the credit scoring model. We run our method two real dataset to see the performance of the new method. We have compared the result of the new method with the result obtained from other well known method. It is shown that new method for credit scoring model is very much competitive to other method in the view of its accuracy as well as new method has a less computational time than the other methods.     

Decision tree-based technology credit scoring for start-up firms: Korean case

Various types of Technology Credit Guarantees (TCGs) have been issued to support technology development of start-up firms. Technology evaluation has become a critical part of TCG system. However, general technology credit scoring models have not been applied reflecting the special phenomena of start-ups, which are distinguishable from those of established firms. Furthermore, somewhat complicated approaches have been applied to existing models. We propose a rather simple decision tree-based technology credit scoring for start-ups which can serve as a-replacement for the complicated models currently used for general purposes. Our result is expected to provide valuable information to evaluator for start-up firms.     

一种上下文移动用户偏好自适应学习方法

针对移动网络对个性化移动网络服务系统的性能提出了更高的要求,但现有研究难以自适应地修改上下文移动用户偏好以为移动用户提供实时、准确的个性化移动网络服务的问题,提出了一种上下文移动用户偏好自适应学习方法,在保证精确度的基础上缩短了学习的响应时间.首先,通过分析移动用户行为日志来判断移动用户行为是否受上下文影响,并在此基础上判断移动用户行为是否发生变化.然后,根据判断结果对上下文移动用户偏好进行修正.在对发生变化的上下文移动用户偏好进行学习时,将上下文引入到最小二乘支持向量机中,进一步提出了基于上下文最小二乘支持向量机(C-LSSVM)的上下文移动用户偏好学习方法.最后,实验结果表明,当综合考虑精确度和响应时间两方面因素时,所提出的方法优于其他学习方法,并且可应用于个性化移动网络服务系统中.     

面向学科题目的文本分析方法与应用研究综述

分析学科题目含义、模拟人类解决问题,是当前“人工智能+教育”融合研究的重要方向之一。近年来,智能教育系统的快速发展积累了大量学科题目资源,为相关研究提供了数据支撑。为此,利用大数据分析与自然语言处理相关的技术,研究者提出了大量面向学科题目的文本分析方法,开展了许多重要的智能应用任务,对探索人类知识学习等认知能力具有重要意义。该文围绕智能教育与自然语言处理交叉领域,介绍了若干代表性研究任务,包括题目质量分析、机器阅读理解、数学题问答、文章自主评分等,并对相应研究进展进行阐述和总结;此外,对相关数据集和开源工具包进行了总结和介绍;最后,展望了多个未来研究方向。     

New customer-oriented design concept evaluation by using improved Z-number-based multi-criteria decision-making method

The customer-oriented design concept evaluation (CDCE) enables companies to select the best design concept from the perspective of customer to win the customer-centered market. However, previous CDCE studies only focus on the customer’s preference value (PV), but neglect the customer’s confidence attitude on this preference, i.e., the preference reliability (PR), and some design specifications, e.g., the design attribute’s importance (DAI). To address such drawbacks, we propose a new CDCE by using improved Z-number-based multi-criteria decision-making (IZ-MCDM) method to better express and utilize customer’s uncertain opinion. In IZ-MCDM, the Z-number is used to express the customer’s opinion (Z-opinion) that includes PV and its affiliated PR information. Z-opinion is translated into an interval Z-number to form a new type of evaluation value and decision matrix. Based on the evaluation value, a new ideal solution selection (ISS) strategy integrating with PV, PR and DAI information is employed in IZ-MCDM. By comparing with the re-defined ideal solution, the alternative that attracts certain high-preferences for its importance attribute values and uncertain low-preferences for its less importance attribute values is more likely to be recommended as the best one. Hence, IZ-MCDM can get more reasonable design concept than classical PV-only CDCE method. Two empirical experiments from existing CDCE examples have been carried out in this study, and the comparison experimental results further validate the significance of IZ-MCDM, which show that 1) besides PV factor, PR and DAI factors could also significantly impact the evaluation result; 2) these two factors should be acted together to select the ideal solution; 3) IZ-MCDM has suitability as it supports different MCDM models with different deviation measurement metrics to evaluate the alternatives.     

移动边缘计算中收益最大化的缓存协作策略

移动边缘计算（MEC）通过将资源部署在用户的近邻区域,可以减少移动设备的能耗,降低用户获取服务的时延;然而,大多数有关缓存方面的研究忽略了用户所请求服务的地域差异特性。通过研究区域所请求内容的特点和内容的动态性特性,提出一种收益最大化的缓存协作策略。首先,考虑用户偏好的区域性特征,将基站分为若干协作域,使每一个区域内的基站服务偏好相同的用户;然后,根据自回归移动平均（ARIMA）模型和内容的相似度预测每个区域的内容的流行度;最后,将缓存协作问题转化为收益最大化问题,根据存放内容所获得的收益,使用贪心算法解决移动边缘环境中缓存的内容的放置和替换问题。仿真实验表明,与基于MEC分组的协作缓存算法（GHCC）相比,所提算法在缓存命中率方面提高了28%,且平均传输时延低于GHCC。可见,所提算法可以有效提高缓存命中率,减少平均传输时延。     

基于偏好和M-Flooding的网格资源发现

为了更有效地解决网格资源发现和定位问题,提出一种利用偏好划分和M-Flooding算法调整的网格资源发现方法。该方法给出衡量资源相似度的新方法及改进的消息扩散方式M-Flooding算法,将网格空间中的节点根据各自的偏好属性划分为不同的偏好组。搜索请求在组内进行传播,从而避免传统盲目搜索所带来的弊端。实验结果表明,该方法能够提高网格资源发现效率,降低资源发现平均路径长度。