Belirsizlik Koşularında Fuzzy Rough Algoritması: Kredi Skorlama’da Bir Uygulama

Günümüzün artan rekabetçi ortamı, bankaların tüketicilerin artan kredi taleplerine çabuk ve hızlı karar vermelerini gerektirmektedir. Bu amaçla bankalar müşterilere kredi verirken karar vermelerine yardımcı olan istatistik ya da makina öğrenmesi tabanlı kredi skorlama modelleri kullanmaktadırlar. Çalışmada kredi skorlama modellerindeki özellikle belirsizlik konusundaki eksikliği gidermek için bulanık-kaba küme tabanlı bir kredi skorlama modeli önerilmektedir. Bulanık ve kaba kümeler teoremine dayanan yöntem veri kümesindeki örneklerin bulanıklık benzerliklerini hesaplayarak tüketicinin kredi almaya olan uygunluğunu belirleyen kararlar vermektedir. Model sonuçları, yaygın olarak kullanılan diğer kredi skorlama yöntemleriyle karşılaştırılmış ve önerdiğimiz kredi skorlama modellerinden daha iyi olduğunu göstermiştir.

Anahtar Kelimeler:

Kredi Skorlama, Bulanık Kümeler, Kaba Kümeler

Fuzzy Rough Set Algorithm under Uncertainty: An Application in Credit Scoring

The increasing competitive environment in today’s world necessitates a prompt response from the banks to the increasing credit demands of consumers. To serve this purpose, the banks employ statistics or machine learning based credit scoring models that help them in their decision making to give credit to their clients. In this work, a fuzzy rough set based credit scoring model is proposed to remedy the deficiency due to the uncertainty in the credit scoring models. The method is based on fuzzy and rough set theory and makes decisions to determine the suitability of a consumer to receive credit by evaluating the fuzzy similarities of the samples in the data set. The results obtained with the model has been compared with other widely used credit scoring methods and has shown the superiority of our proposed credit scoring method

Keywords:

Creding Scoring, Fuzzy Set, Rough Set,

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