The potential use of DEA for credit applicant acceptance systems

The potential use of DEA for credit applicant acceptance systems

This paper shows how Data Envelopment Analysis (DEA) may be used to develop an acceptance boundary for use in case based computer systems. Acceptability of cases is identified with cases which lie on or above the efficient frontier in the DEA sense. The method requires convexity of the acceptable se...

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Veröffentlicht in:Computers & operations research 1996-04, Vol.23 (4), p.405-408
Hauptverfasser: Troutt, M.D., Rai, Arun, Zhang, Aimao
Format: Artikel
Sprache:eng
Schlagworte:
Applications
Credit scoring
Data envelopment analysis
Decision making
Efficiency
Operations research
Studies
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Zusammenfassung:This paper shows how Data Envelopment Analysis (DEA) may be used to develop an acceptance boundary for use in case based computer systems. Acceptability of cases is identified with cases which lie on or above the efficient frontier in the DEA sense. The method requires convexity of the acceptable set to hold as its major condition. The method also assumes that the accepted cases are accurately classified by the expert with respect to Type II errors.
ISSN:0305-0548
1873-765X
0305-0548
DOI:10.1016/0305-0548(95)00048-8