Fuzzy Type 2 Inference System for Credit Scoring

Uyar K., Ilhan U.

11th WSEAS International Conference on Automatic Control, Modelling and Simulation, İstanbul, Turkey, 30 May - 01 June 2009, pp.518-520 identifier

  • Publication Type: Conference Paper / Full Text
  • City: İstanbul
  • Country: Turkey
  • Page Numbers: pp.518-520
  • Istanbul Technical University Affiliated: No

Abstract

Credit scoring is regarded as a core assessment tool of Lenders during the last few decades and has been widely studied in the areas of statistics, and artificial intelligence. Nowadays credit risk appraisal is an area of renewed interest due to recent financial crises. Many novel approaches have been proposed to increase the accuracy of credit scoring. In this paper, a Fuzzy Type 2 Inference System (FT2IS) is proposed to deal with the credit scoring problem.