Neural nets versus conventional techniques in credit scoring in Egyptian banking

[1]  R. Fisher THE USE OF MULTIPLE MEASUREMENTS IN TAXONOMIC PROBLEMS , 1936 .

[2]  D. Durand Risk elements in consumer instalment financing , 1942 .

[3]  M. Hestenes,et al.  Methods of conjugate gradients for solving linear systems , 1952 .

[4]  G. Goudswaard,et al.  Introduction to Econometrics , 1961 .

[5]  Edward I. Altman,et al.  FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY , 1968 .

[6]  M. Long Credit scoring development for optimal credit extension and management control , 1974 .

[7]  Michael H. Kutner Applied Linear Statistical Models , 1974 .

[8]  V. Barnett,et al.  Applied Linear Statistical Models , 1975 .

[9]  D. Rubinfeld,et al.  Econometric models and economic forecasts , 2002 .

[10]  David J. Hand,et al.  Discrimination and Classification , 1982 .

[11]  Richard A. Johnson,et al.  Applied Multivariate Statistical Analysis , 1983 .

[12]  A. White Introduction to Econometrics , 1988 .

[13]  Dennis L. Hoffman,et al.  An econometric analysis of the bank credit scoring problem , 1989 .

[14]  A. Steenackers,et al.  A credit scoring model for personal loans , 1989 .

[15]  Efraim Turban,et al.  Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance , 1992 .

[16]  Heekuck Oh,et al.  Neural Networks for Pattern Recognition , 1993, Adv. Comput..

[17]  Montserrat Guillén,et al.  Count data models for a credit scoring system , 1996 .

[18]  Philip Picton Neural Networks , 1994 .

[19]  K. Leonard The development of credit scoring quality measures for consumer credit applications , 1995 .

[20]  Timothy Masters,et al.  Advanced algorithms for neural networks: a C++ sourcebook , 1995 .

[21]  George W. Irwin,et al.  Neural network applications in control , 1995 .

[22]  Vijay S. Desai,et al.  A comparison of neural networks and linear scoring models in the credit union environment , 1996 .

[23]  Daniel Enache,et al.  Analyzing Credit Risk Data: A Comparison of Logistic Discrimination, Classification Tree Analysis, a , 1997 .

[24]  David J. Hand,et al.  Statistical Classification Methods in Consumer Credit Scoring: a Review , 1997 .

[25]  W. Greene Sample selection in credit-scoring models1 , 1998 .

[26]  E. Altman,et al.  Managing Credit Risk: The Next Great Financial Challenge , 1998 .

[27]  P. Thompson Bank lending and the environment: policies and opportunities , 1998 .

[28]  David West,et al.  Neural network credit scoring models , 2000, Comput. Oper. Res..

[29]  D. E. Dimla,et al.  On-line metal cutting tool condition monitoring.: II: tool-state classification using multi-layer perceptron neural networks , 2000 .

[30]  Jonathan Crook,et al.  Scoring by usage , 2001, J. Oper. Res. Soc..

[31]  Elizabeth Mays,et al.  Handbook of Credit Scoring , 2001 .

[32]  R. Malhotra,et al.  Evaluating Consumer Loans Using Neural Networks , 2001 .

[33]  C. Bluhm,et al.  An Introduction to Credit Risk Modeling , 2002 .

[34]  Chih-Chou Chiu,et al.  Credit scoring using the hybrid neural discriminant technique , 2002, Expert Syst. Appl..

[35]  Jonathan N. Crook,et al.  Credit Scoring and Its Applications , 2002, SIAM monographs on mathematical modeling and computation.

[36]  Mu-Chen Chen,et al.  Credit scoring and rejected instances reassigning through evolutionary computation techniques , 2003, Expert Syst. Appl..

[37]  Elizabeth Mays,et al.  Credit Scoring for Risk Managers: The Handbook for Lenders , 2003 .

[38]  Jonathan Crook,et al.  Sample selection bias in credit scoring models , 2003, J. Oper. Res. Soc..

[39]  Q. Liang Corporate Financial Distress Diagnosis in China : Empirical Analysis Using Credit Scoring Models , 2003 .

[40]  Johan A. K. Suykens,et al.  Benchmarking state-of-the-art classification algorithms for credit scoring , 2003, J. Oper. Res. Soc..

[41]  M. Zekic-Susac,et al.  Small business credit scoring: a comparison of logistic regression, neural network, and decision tree models , 2004, 26th International Conference on Information Technology Interfaces, 2004..

[42]  So Young Sohn,et al.  Managing loan customers using misclassification patterns of credit scoring model , 2004, Expert Syst. Appl..

[43]  Anja Vogler,et al.  An Introduction to Multivariate Statistical Analysis , 2004 .

[44]  P. McNelis Neural networks in finance , 2004 .

[45]  Yue Wang,et al.  Measuring Scorecard Performance , 2004, International Conference on Computational Science.

[46]  M. Bailey Consumer Credit Quality: Underwriting, Scoring, Fraud Prevention and Collections , 2004 .

[47]  Tian-Shyug Lee,et al.  A two-stage hybrid credit scoring model using artificial neural networks and multivariate adaptive regression splines , 2005, Expert Syst. Appl..

[48]  C ONG,et al.  Building credit scoring models using genetic programming , 2005, Expert Syst. Appl..

[49]  N. Šarlija,et al.  Multinomial model in consumer credit scoring , 2005 .

[50]  Markus Leippold,et al.  Economic Benefit of Powerful Credit Scoring , 2005 .

[51]  Naeem Siddiqi,et al.  Credit Risk Scorecards: Developing and Implementing Intelligent Credit Scoring , 2005 .

[52]  Hsin-Vonn Seow,et al.  Using adaptive learning in credit scoring to estimate take-up probability distribution , 2006, Eur. J. Oper. Res..

[53]  B. Casu,et al.  Introduction to Banking , 2006 .

[54]  So Young Sohn,et al.  Cluster-based dynamic scoring model , 2007, Expert Syst. Appl..

[55]  Bart Baesens,et al.  Inferring descriptive and approximate fuzzy rules for credit scoring using evolutionary algorithms , 2007, Eur. J. Oper. Res..