Algorithm Research & Explore
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3604-3610

Class-imbalance credit scoring using DESMID-AD

Xiang Xina
Lu Gehaob
a. National Pilot School of Software, b. School of Information Science & Engineering, Yunnan University, Kunming 650091, China

Abstract

In view of class-imbalanced and cost-sensitive problem in real credit scoring business, as well as financial institutions hope to decrease cost-loss value, this paper proposed dynamic ensemble selection using meta-learning for imbalanced data according to accuracy and diversity(DESMID-AD) for class-imbalance credit score. In order to improve the prediction accuracy of minority sample, before generation of the classifiers pool, it used an over-sampling method to balance the training set. Next, it employed the meta-learning to evaluate whether the base classifier can correctly classify a test sample and proposed a weighting mechanism to weight the instances in a competence region at this stage. Experimental comparisons of three imba-lanced credit score datasets suggest that this model exhibits the best overall credit-scoring performance compared with nine well-known credit scoring models and reveal the effectiveness and feasibility of the proposed method in the field of credit scoring.

Foundation Support

国家文旅部信息化推进项目(MCT2020XZ05)

Publish Information

DOI: 10.19734/j.issn.1001-3695.2021.05.0182
Publish at: Application Research of Computers Printed Article, Vol. 38, 2021 No. 12
Section: Algorithm Research & Explore
Pages: 3604-3610
Serial Number: 1001-3695(2021)12-014-3604-07

Publish History

[2021-12-05] Printed Article

Cite This Article

向欣, 陆歌皓. 基于DESMID-AD动态选择的类别不平衡信用评估模型 [J]. 计算机应用研究, 2021, 38 (12): 3604-3610. (Xiang Xin, Lu Gehao. Class-imbalance credit scoring using DESMID-AD [J]. Application Research of Computers, 2021, 38 (12): 3604-3610. )

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  • Application Research of Computers Monthly Journal
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Application Research of Computers, founded in 1984, is an academic journal of computing technology sponsored by Sichuan Institute of Computer Sciences under the Science and Technology Department of Sichuan Province.

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