Modified Kohonen network algorithm for selection of the initial centres of Gustafson-Kessel algorithm in credit scoring
Credit risk assessment has become an important topic in financial risk administration. Fuzzy clustering analysis has been applied in credit scoring. Gustafson-Kessel (GK) algorithm has been utilised to cluster creditworthy customers as against non-creditworthy ones. A good clustering analysis implem...
Main Authors: | Sameer, Fadhaa Othman, Abu Bakar, Mohd Rizam |
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Format: | Article |
Language: | English |
Published: |
Universiti Putra Malaysia Press
2017
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Online Access: | http://psasir.upm.edu.my/id/eprint/51605/1/06%20JST%20Vol%2025%20%281%29%20Jan%20%202017_0591-2015_pg77-90.pdf |
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