Multi-classifier Combination for banks credit risk assessment

Abstract

Credit risk assessment problem belongs essentially to a classification problem. In this paper, a Multi-classifier Combination algorithm has been developed for banks credit risk assessment. We adopt Back-Propagation (BP) algorithm as the meta-learning algorithm and compared the methods of Bagging and Boosting to construct the Multi-classifier System (MCS). Experimental results on real client's data illustrate the effectiveness of the proposed method