Customer Credit Scoring Method Based on the SVDD Classification Model with Imbalanced Dataset

Abstract

Customer credit scoring is a typical class of pattern classification problem with imbalanced dataset. A new customer credit scoring method based on the support vector domain description (SVDD) classification model was proposed in this paper. Main techniques of customer credit scoring were reviewed. The SVDD model with imbalanced dataset was analyzed and the predication method of customer credit scoring based on the SVDD model was proposed. Our experimental results confirm that our approach is effective in ranking and classifying customer credit.