Eddy, Yosi Lizar and Engku Abu Bakar, Engku Muhammad Nazri (2017) Credit scoring models: techniques and issues. Journal of Advanced Research in Business and Management Studies, 7 (2). pp. 29-41. ISSN 2462-1935

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Abstract

This paper presents a brief review on the current available techniques for credit scoring model, namely the statistical-based models and the artificial intelligence/machine learning- based models. It is then followed by the suggestions on how to revise the credit scoring model that is currently being adopted by any credit risk management, if revision is needed. The revision of the model involves the selection of criteria to be included as well as the weights to be given for the criteria. Some potential techniques in selecting the criteria and determining the weights for the selected criteria are also discussed.

Item Type:	Article
Uncontrolled Keywords:	Credit scoring model, Logistic regression, DEMATEL, Analytic hierarchy process
Subjects:	Q Science > Q Science (General)
Divisions:	School of Quantitative Sciences
Depositing User:	Mrs. Norazmilah Yaakub
Date Deposited:	04 Apr 2019 06:53
Last Modified:	04 Apr 2019 06:53
URI:	https://repo.uum.edu.my/id/eprint/25851

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