Credit classification of legal customers of an Iranian bank with KFP-MCOC

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

RASTEGAR MOHAMMAD ALI; Jobeini Sajjad

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Journal of Quantitative Economics Year:2018 | Volume:15 | Issue:1 Page(s): 181-199

Download Full-Text

Persian Verion

View:

282

Download:

Cites:

Information Journal Paper

Title

Credit classification of legal customers of an Iranian bank with KFP-MCOC

Author(s)

RASTEGAR MOHAMMAD ALI | Jobeini Sajjad | Issue Writer Certificate

Keywords

credit riskQ2

OptimizationQ2

kernel functionQ1

fuzzificationQ2

penalty factorsQ1

Abstract

credit risk is one of the most important banking risks that is due to not paying principal and interest of loans. Measuring credit risk is important; because not measuring it lead to increasing volume of doubtful accounts and unexpected future losses. In this research a model was proposed that based on linear and nonlinear Optimization. This model is finding a separating hyperplane which classify 85 good and bad borrower customers of Iranian’ s bank. This customers are all in Tehran Stock Exchange (TSE). In order to improving the model we used kernel functions, data fuzzification and penalty factors in it. The results show that the best model among linear and nonlinear models with linear, polynomial, sigmoid and RBF kernels, is a linear Optimization model with sigmoid kernel function that has accuracy of 80% and recall of 100%.

Cites

No record.

References

No record.

Cite

APA: Copy

RASTEGAR, MOHAMMAD ALI, & Jobeini, Sajjad. (2018). Credit classification of legal customers of an Iranian bank with KFP-MCOC. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), 15(1 ), 181-199. SID. https://sid.ir/paper/404672/en

Vancouver: Copy

RASTEGAR MOHAMMAD ALI, Jobeini Sajjad. Credit classification of legal customers of an Iranian bank with KFP-MCOC. JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW)[Internet]. 2018;15(1 ):181-199. Available from: https://sid.ir/paper/404672/en

IEEE: Copy

MOHAMMAD ALI RASTEGAR, and Sajjad Jobeini, “Credit classification of legal customers of an Iranian bank with KFP-MCOC,” JOURNAL OF QUANTITATIVE ECONOMICS (QUARTERLY JOURNAL OF ECONOMICS REVIEW), vol. 15, no. 1 , pp. 181–199, 2018, [Online]. Available: https://sid.ir/paper/404672/en

Related Journal Papers