Multi-classification assessment of bank personal credit risk based on multi-source information fusion

作者：

Highlights：

• A new multi-classification assessment model of bank personal credit is proposed.

• The D-S evidence theory is used to integrate six different base classifier advantage.

• The new model has higher accuracy and stronger universality than other classifiers.

摘要

•A new multi-classification assessment model of bank personal credit is proposed.•The D-S evidence theory is used to integrate six different base classifier advantage.•The new model has higher accuracy and stronger universality than other classifiers.

论文关键词：Personal credit risk,Multi-classification assessment,Information fusion,D-S evidence theory

论文评审过程：Received 11 April 2021, Revised 13 November 2021, Accepted 13 November 2021, Available online 27 November 2021, Version of Record 11 December 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.116236