Development of a credit scoring model using data mining techniques

การพัฒนาแบบจำลองการพิจารณาให้คะแนนสินเชื่อโดยใช้เทคนิคเหมืองข้อมูล

Abstract

The research presented a credit scoring model and tested the performance of the credit scoring model using data mining techniques. From the two data groups, Australia and Germany are 1,678 samples. The credit scoring model using 5 algorithms: Decision Tree, Naïve Bayes Classification, Neural Network, Logistic Regression and Support Vector Machine. To test the performance of the credit rating model from testing, it is found that the best feature is Neural Network from two data groups were model for efficiency of 90.14% of the Australian data and 90.08% of the German data.