Title
Data mining algorithms for risk detection in bank loans
Date Issued
01 January 2019
Access level
metadata only access
Resource Type
conference paper
Author(s)
Publisher(s)
Springer Nature
Abstract
This article proposes a new approach on detection of fraudulent credit operations applying computational intelligence techniques. We use a dataset of historical data of customers from a financial entity and we split it to train a classification and clustering algorithm. We train a radial basis function network to classify clients that commit or not credit fraud. Then, we build a Fuzzy c-means clustering to group data points to create customer profiles. This algorithm has the capacity of grouping the data inside clusters and assigning a degree of membership to the points outside the clusters. Subsequently, the trained classification algorithm is applied to the clusters to provide additional information about customer profiles. We demonstrate good performance for fraudulent credit operations and identification of customer profiles.
Start page
151
End page
159
Volume
898
Language
English
OCDE Knowledge area
Sistemas de automatización, Sistemas de control
Ingeniería de sistemas y comunicaciones
Subjects
Scopus EID
2-s2.0-85063510486
Source
Communications in Computer and Information Science
Resource of which it is part
Communications in Computer and Information Science
ISSN of the container
18650929
ISBN of the container
9783030116798
Conference
Communications in Computer and Information Science
Sources of information:
Directorio de Producción Científica
Scopus