Credit Rating Using a Hybrid Voting Ensemble

Elias Kamos¹, Foteini Matthaiou¹, and Sotiris Kotsiantis²

¹Hellenic Open University, Greece
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²Department of Mathematics, University of Patras, Greece
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Abstract. Credit risk analysis is an essential topic in the financial risk management. Credit risk analysis has been the main focus of financial and banking industry. A number of experiments have been conducted using representative supervised learning algorithms, which were trained using two public available credit datasets. The decision of which specific method to choose is a complex problem. Another option instead of choosing only one method is to create a hybrid ensemble of classifiers.

LNAI 7297, p. 165 ff.

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© Springer-Verlag Berlin Heidelberg 2012