Credit Evaluation Based on Gene Expression Programming and Clonal Selection
Weihong Wang, Yanye Du, Qu Li, Zhaolin Fang · Procedia Engineering · 2011
Commercial banks’ credit evaluation and risk management have been one of the main issues in financial fields. As Gene Expression Programming (GEP) has a powerful search capability, a new algorithm for credit evaluation called Clonal-GEP-DDAG is proposed. The algorithm is designed on the classification algorithm DDAG, while using GEP for encoding and clonal selection for evolutionary mechanism. The algorithm has got good experimental results on the Australian credit data and German credit data, which show the effectiveness and efficiency of this algorithm on credit evaluation problems.