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Maleki et al., 2021 - Google Patents

Improvement of credit scoring by lstm autoencoder model

Maleki et al., 2021

Document ID
1735722248232284582
Author
Maleki M
Motevallian S
Hosseini F
Sabokrou M
Maleki H
Publication year
Publication venue
2021 11th International Conference on Computer Engineering and Knowledge (ICCKE)

External Links

Snippet

One of the most important causes of the financial crisis of 2007–2008 is the risk management systems. Credit scoring is an essential part of these risk management systems in financial institutions. While the effectiveness of feature extraction by artificial intelligence …
Continue reading at ieeexplore.ieee.org (other versions)

Classifications

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    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N3/00—Computer systems based on biological models
    • G06N3/02—Computer systems based on biological models using neural network models
    • G06N3/04—Architectures, e.g. interconnection topology
    • G06N3/0472—Architectures, e.g. interconnection topology using probabilistic elements, e.g. p-rams, stochastic processors
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
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    • G06N3/08—Learning methods
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06N3/12—Computer systems based on biological models using genetic models
    • G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
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    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models
    • G06N5/02—Knowledge representation
    • G06N5/022—Knowledge engineering, knowledge acquisition
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
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    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance, e.g. risk analysis or pensions
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
    • G06K9/6232—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods
    • G06K9/6247—Extracting features by transforming the feature space, e.g. multidimensional scaling; Mappings, e.g. subspace methods based on an approximation criterion, e.g. principal component analysis
    • G—PHYSICS
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    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
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    • G06Q20/00—Payment architectures, schemes or protocols
    • G06Q20/38—Payment protocols; Details thereof
    • G06Q20/40—Authorisation, e.g. identification of payer or payee, verification of customer or shop credentials; Review and approval of payers, e.g. check credit lines or negative lists
    • G—PHYSICS
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    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F7/00—Methods or arrangements for processing data by operating upon the order or content of the data handled

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