Credit Scoring Analysis: Case Study of Using Weka

6 Pages Posted: 20 Nov 2018

See all articles by Frane Škegro

Frane Škegro

Hrvatski Telekom d.d., Croatia

Jovana Zoroja

University of Zagreb - Faculty of Economics & Business

Vanja Šimičević

University of Zagreb - Centre for Croatian Studies

Date Written: September 7, 2017

Abstract

The goal of the paper is to present the overview of methodology of using credit scoring analysis with software Weka. German credit dataset was used in order to develop a decision tree with J.48 algorithm. We present characteristics of the dataset and the main results with the focus to the interpretation of Weka output. Paper could be useful for the users of Weka that aim to use it for credit scoring analysis.

Keywords: data base, credit risk, data mining, knowledge discovery, granting credits

JEL Classification: D81, C80

Suggested Citation

Škegro, Frane and Zoroja, Jovana and Šimičević, Vanja, Credit Scoring Analysis: Case Study of Using Weka (September 7, 2017). 2017 ENTRENOVA Conference Proceedings, Available at SSRN: https://ssrn.com/abstract=3282504

Frane Škegro (Contact Author)

Hrvatski Telekom d.d., Croatia ( email )

Jovana Zoroja

University of Zagreb - Faculty of Economics & Business ( email )

Trg J. F. Kennedyja 6
Zagreb, City of Zagreb 10000
Croatia

Vanja Šimičević

University of Zagreb - Centre for Croatian Studies ( email )

Croatia

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