Chapter 1: Bayesian Networks as a Decision Support Tool in Credit Scoring Domain

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Witold Abramowicz, Marek Nowak and Joanna Sztykiel
Poznan University of Economics, Poland

Copyright © 2003, Idea Group Inc. Copying or distributing in print or electronic forms without written permission of Idea Group Inc. is prohibited.


The main purpose of this article is to discuss applicability of Bayesian belief networks (BBN) within the procedures of working-capital credit scoring conducted in commercial banks. A brief description of Bayesian formulation of causal dependence and its strength is given. Inferential and diagnostic features of BBN are illustrated using sample structure. As an example we present and compare results of estimating a creditrisk using two techniques: traditional credit-scoring system and BBN structure.

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Managing Data Mining Technologies in Organizations(c) Techniques and Applications
Managing Data Mining Technologies in Organizations: Techniques and Applications
ISBN: 1591400570
EAN: 2147483647
Year: 2003
Pages: 174 © 2008-2017.
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