{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,17]],"date-time":"2026-02-17T11:28:34Z","timestamp":1771327714175,"version":"3.50.1"},"reference-count":44,"publisher":"Springer Science and Business Media LLC","issue":"5","license":[{"start":{"date-parts":[[2020,4,17]],"date-time":"2020-04-17T00:00:00Z","timestamp":1587081600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2020,4,17]],"date-time":"2020-04-17T00:00:00Z","timestamp":1587081600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["J Syst Sci Complex"],"published-print":{"date-parts":[[2020,10]]},"DOI":"10.1007\/s11424-020-9101-4","type":"journal-article","created":{"date-parts":[[2020,4,17]],"date-time":"2020-04-17T15:04:03Z","timestamp":1587135843000},"page":"1297-1309","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":16,"title":["Credit Scoring Based on the Set-Valued Identification Method"],"prefix":"10.1007","volume":"33","author":[{"given":"Ximei","family":"Wang","sequence":"first","affiliation":[]},{"given":"Min","family":"Hu","sequence":"additional","affiliation":[]},{"given":"Yanlong","family":"Zhao","sequence":"additional","affiliation":[]},{"given":"Boualem","family":"Djehiche","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2020,4,17]]},"reference":[{"key":"9101_CR1","doi-asserted-by":"crossref","first-page":"71","DOI":"10.2307\/2490171","volume":"4","author":"W H Beaver","year":"1966","unstructured":"Beaver W H, Financial ratios as predictors of failure, Journal of Accounting Research, 1966, 4: 71\u2013111.","journal-title":"Journal of Accounting Research"},{"issue":"1","key":"9101_CR2","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0304-4076(89)90026-2","volume":"40","author":"W J Boyes","year":"1989","unstructured":"Boyes W J, Hoffman D L, and Low S A, An econometric analysis of the bank credit scoring problem, Journal of Econometrics, 1989, 40(1): 3\u201314.","journal-title":"Journal of Econometrics"},{"key":"9101_CR3","volume-title":"Handbook of Credit Scoring","author":"E Mays","year":"2001","unstructured":"Mays E, Handbook of Credit Scoring, Glenlake Publishing Company, Ltd, Chicago, 2001."},{"issue":"1","key":"9101_CR4","first-page":"79","volume":"14","author":"A K Abdelmoula","year":"2015","unstructured":"Abdelmoula A K, Bank credit risk analysis with k-nearest-neighbor classifier: Case of Tunisian banks, Accounting and Management Information Systems, 2015, 14(1): 79.","journal-title":"Accounting and Management Information Systems"},{"key":"9101_CR5","volume-title":"Creditmetrics-Technical Document","author":"J P Morgan","year":"1997","unstructured":"Morgan J P, Creditmetrics-Technical Document, JP Morgan, New York, 1997."},{"key":"9101_CR6","unstructured":"Suisse C, CreditRisk+: A credit risk management framework, Credit Suisse Financial Products, 1997, 18\u201353."},{"key":"9101_CR7","unstructured":"Crosbie P and Bohn J, Modeling default risk, Technical Report, KMV, LLC, 2003."},{"key":"9101_CR8","doi-asserted-by":"crossref","first-page":"042202","DOI":"10.1007\/s11432-017-9215-8","volume":"61","author":"X Wang","year":"2018","unstructured":"Wang X, He X, Bao Y, et al., Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm, Science China Information Sciences, 2018, 61: 042202.","journal-title":"Science China Information Sciences"},{"issue":"4","key":"9101_CR9","first-page":"587","volume":"11","author":"A Karaa","year":"2012","unstructured":"Karaa A and Krich\u00e9ne A, Credit risk assessment using support vectors machine and multilayer neural network models: A comparative study case of a Tunisian bank, Accounting and Management Information Systems, 2012, 11(4): 587\u2013620.","journal-title":"Accounting and Management Information Systems"},{"issue":"2","key":"9101_CR10","doi-asserted-by":"crossref","first-page":"117","DOI":"10.1016\/j.sorms.2016.10.001","volume":"21","author":"F Louzada","year":"2016","unstructured":"Louzada F, Ara A, and Fernandes G B, Classification methods applied to credit scoring: Systematic review and overall comparison, Surveys in Operations Research and Management Science, 2016, 21(2): 117\u2013134.","journal-title":"Surveys in Operations Research and Management Science"},{"issue":"2","key":"9101_CR11","doi-asserted-by":"crossref","first-page":"2625","DOI":"10.1016\/j.eswa.2008.01.024","volume":"36","author":"X Xu","year":"2009","unstructured":"Xu X, Zhou C, and Wang Z, Credit scoring algorithm based on link analysis ranking with support vector machine, Expert Systems with Applications, 2009, 36(2): 2625\u20132632.","journal-title":"Expert Systems with Applications"},{"key":"9101_CR12","doi-asserted-by":"publisher","unstructured":"Wang X, Bao Y, and Zhao Y, Arbitrage-free conditions for implied volatility surface by Delta, The North American Journal of Economics and Finance, https:\/\/doi.org\/10.1016\/j.najef.2018.08.011.","DOI":"10.1016\/j.najef.2018.08.011"},{"issue":"3","key":"9101_CR13","doi-asserted-by":"crossref","first-page":"415","DOI":"10.1016\/j.eswa.2005.10.002","volume":"30","author":"J A Bennell","year":"2006","unstructured":"Bennell J A, Crabbe D, Thomas S, et al., Modelling sovereign credit ratings: Neural networks versus ordered probit, Expert Systems with Applications, 2006, 30(3): 415\u2013425.","journal-title":"Expert Systems with Applications"},{"issue":"2","key":"9101_CR14","doi-asserted-by":"crossref","first-page":"54","DOI":"10.15611\/eada.2018.2.05","volume":"22","author":"N Nehrebecka","year":"2018","unstructured":"Nehrebecka N, Predicting the default risk of companies, comparison of credit scoring models: Logit vs support vector machines, Econometrics, 2018, 22(2): 54\u201373.","journal-title":"Econometrics"},{"issue":"10","key":"9101_CR15","first-page":"1257","volume":"32","author":"Y Zhao","year":"2012","unstructured":"Zhao Y, Zhang J F, and Guo J, System identification and adaptive control of set-valued systems, Journal of Systems Science and Mathematical Science, 2012, 32(10): 1257\u20131265.","journal-title":"Journal of Systems Science and Mathematical Science"},{"issue":"6","key":"9101_CR16","doi-asserted-by":"crossref","first-page":"1041","DOI":"10.1007\/s11424-012-1257-0","volume":"25","author":"J Guo","year":"2012","unstructured":"Guo J, Zhang J F, and Zhao Y, Adaptive tracking of a class of first-order systems with binary-valued observations and fixed thresholds, Journal of Systems Science and Complexity, 2012, 25(6): 1041\u20131051.","journal-title":"Journal of Systems Science and Complexity"},{"key":"9101_CR17","unstructured":"Bi W, Zhao Y, Liu C, et al., Set-valued analysis for genome-wide association studies of complex diseases, The 32nd Chinese Control Conference (CCC), 2013, 8262\u20138267."},{"key":"9101_CR18","volume-title":"Data Mining: Concepts and Techniques","author":"J Han","year":"2011","unstructured":"Han J, Pei J, and Kamber M, Data Mining: Concepts and Techniques, Morgan Kaufmann, San Fransisco, 2011."},{"issue":"3","key":"9101_CR19","doi-asserted-by":"crossref","first-page":"523","DOI":"10.1111\/j.1467-985X.1997.00078.x","volume":"160","author":"W E Henley","year":"1997","unstructured":"Henley W E and Hand D J, Statistical classification methods in consumer credit scoring: A review, Journal of the Royal Statistical Society, Series A (Statistics in Society), 1997, 160(3): 523\u2013541.","journal-title":"Journal of the Royal Statistical Society, Series A (Statistics in Society)"},{"issue":"9","key":"9101_CR20","doi-asserted-by":"crossref","first-page":"1384","DOI":"10.1057\/jors.2012.145","volume":"64","author":"A I Marques","year":"2013","unstructured":"Marques A I, Garc\u00eda V, and S\u00e1nchez J S, A literature review on the application of evolutionary computing to credit scoring, Journal of the Operational Research Society, 2013, 64(9): 1384\u20131399.","journal-title":"Journal of the Operational Research Society"},{"key":"9101_CR21","doi-asserted-by":"crossref","DOI":"10.1002\/9781118548387","volume-title":"Applied Logistic Regression","author":"D W Hosmer Jr.","year":"2013","unstructured":"Hosmer Jr. D W, Lemeshow S, and Sturdivant R X, Applied Logistic Regression, John Wiley & Sons, Inc., Hoboken, New Jersey, 2013."},{"key":"9101_CR22","volume-title":"Logistic Regression and Its Application in Credit Scoring","author":"C Bolton","year":"2009","unstructured":"Bolton C, Logistic Regression and Its Application in Credit Scoring, University of Pretoria, Pretoria, 2009."},{"issue":"2","key":"9101_CR23","doi-asserted-by":"crossref","first-page":"2473","DOI":"10.1016\/j.eswa.2007.12.020","volume":"36","author":"I C Yeh","year":"2009","unstructured":"Yeh I C and Lien C, The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients, Expert Systems with Applications, 2009, 36(2): 2473\u20132480.","journal-title":"Expert Systems with Applications"},{"issue":"1\u20132","key":"9101_CR24","doi-asserted-by":"crossref","first-page":"77","DOI":"10.1016\/S0020-0255(02)00369-9","volume":"150","author":"J A Roubos","year":"2003","unstructured":"Roubos J A, Setnes M, and Abonyi J, Learning fuzzy classification rules from labeled data, Information Sciences, 2003, 150(1\u20132): 77\u201393.","journal-title":"Information Sciences"},{"key":"9101_CR25","unstructured":"Morales M H, Rodr\u00edguez J T, and Montero J, Credit rating using fuzzy algorithms, Actas de la XVI Conferencia CAEPIA, Albacete, 2015, 539\u2013548."},{"key":"9101_CR26","first-page":"495","volume-title":"International Conference on Computational Collective Intelligence","author":"H Yazdani","year":"2012","unstructured":"Yazdani H and Kwasnicka H, Fuzzy classification method in credit risk, International Conference on Computational Collective Intelligence, Springer, Berlin, Heidelberg, 2012, 495\u2013504."},{"issue":"1\u20132","key":"9101_CR27","doi-asserted-by":"crossref","first-page":"107","DOI":"10.1023\/A:1008699112516","volume":"15","author":"J Galindo","year":"2000","unstructured":"Galindo J and Tamayo P, Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications, Computational Economics, 2000, 15(1\u20132): 107\u2013143.","journal-title":"Computational Economics"},{"key":"9101_CR28","first-page":"69","volume":"17","author":"G Paolo","year":"2011","unstructured":"Paolo G, Bayesian data mining, with application to benchmarking and credit scoring, Applied Stochastic Models in Business and Society, 2011, 17: 69\u201381.","journal-title":"Applied Stochastic Models in Business and Society"},{"issue":"1","key":"9101_CR29","first-page":"93","volume":"11","author":"D Sharma","year":"2012","unstructured":"Sharma D, Improving the art, craft and science of economic credit risk scorecards using random forests: Why credit scorers and economists should use random forests, Academy of Banking Studies Journal, 2012, 11(1): 93\u2013116.","journal-title":"Academy of Banking Studies Journal"},{"issue":"2","key":"9101_CR30","doi-asserted-by":"crossref","first-page":"103","DOI":"10.4236\/jilsa.2011.32012","volume":"3","author":"V Pacelli","year":"2011","unstructured":"Pacelli V and Azzollini M, An artificial neural network approach for credit risk management, Journal of Intelligent Learning Systems and Applications, 2011, 3(2): 103.","journal-title":"Journal of Intelligent Learning Systems and Applications"},{"issue":"3","key":"9101_CR31","doi-asserted-by":"crossref","first-page":"523","DOI":"10.1111\/j.1467-985X.1997.00078.x","volume":"160","author":"J Hand","year":"1997","unstructured":"Hand J and Henley W, Statistical classification methods in consumer credit scoring, Computer Journal of the Royal Statistical Society Series a Statistics in Society, 1997, 160(3): 523\u2013541.","journal-title":"Computer Journal of the Royal Statistical Society Series a Statistics in Society"},{"issue":"11","key":"9101_CR32","doi-asserted-by":"crossref","first-page":"1131","DOI":"10.1016\/S0305-0548(99)00149-5","volume":"27","author":"D West","year":"2000","unstructured":"West D, Neural network credit scoring, Computer & Operations Research, 2000, 27(11): 1131\u20131152.","journal-title":"Computer & Operations Research"},{"issue":"2\u20133","key":"9101_CR33","doi-asserted-by":"crossref","first-page":"59","DOI":"10.1002\/isaf.325","volume":"18","author":"H A Abdou","year":"2011","unstructured":"Abdou H A and Pointon J, Credit scoring, statistical techniques and evaluation criteria: A review of the literature, Intelligent Systems in Accounting, Finance and Management, 2011, 18(2\u20133): 59\u201388.","journal-title":"Intelligent Systems in Accounting, Finance and Management"},{"key":"9101_CR34","volume-title":"Mastering Data Mining: The Art and Science of Customer Relationship Management","author":"M Berry","year":"2000","unstructured":"Berry M and Linoff G, Mastering Data Mining: The Art and Science of Customer Relationship Management, John Wiley & Sons, Inc, New York, 2000."},{"issue":"9","key":"9101_CR35","doi-asserted-by":"crossref","first-page":"1374","DOI":"10.1057\/jors.2012.116","volume":"64","author":"V L Migu\u00e9is","year":"2013","unstructured":"Migu\u00e9is V L, Benoit D F, and Van den Poel D, Enhanced decision support in credit scoring using Bayesian binary quantile regression, Journal of the Operational Research Society, 2013, 64(9): 1374\u20131383.","journal-title":"Journal of the Operational Research Society"},{"issue":"6","key":"9101_CR36","doi-asserted-by":"crossref","first-page":"627","DOI":"10.1057\/palgrave.jors.2601545","volume":"54","author":"B Baesens","year":"2003","unstructured":"Baesens B, Van Gestel T, Viaene S, et al., Benchmarking state-of-the-art classification algorithms for credit scoring, Journal of the Operational Research Society, 2003, 54(6): 627\u2013635.","journal-title":"Journal of the Operational Research Society"},{"key":"9101_CR37","doi-asserted-by":"crossref","unstructured":"Bi W and Zhao Y, Iterative parameter estimate with batched binary-valued observations: Convergence with an exponential rate, The 19th World Congress of the International Federation of Automatic Control, 2014.","DOI":"10.3182\/20140824-6-ZA-1003.02398"},{"key":"9101_CR38","volume-title":"UCI repository of machine learning databases, Department of Information and Computer Science","author":"P M Murphy","year":"2001","unstructured":"Murphy P M and Aha D W, UCI repository of machine learning databases, Department of Information and Computer Science, University of California, Irvine, CA, http:\/\/www.ics.uci.edu\/mlearn\/LRepository.html, 2001."},{"issue":"4","key":"9101_CR39","doi-asserted-by":"crossref","first-page":"688","DOI":"10.1093\/beheco\/ark016","volume":"17","author":"G D Ruxton","year":"2006","unstructured":"Ruxton G D, The unequal variance t-test is an underused alternative to student\u2019s t-test and the Mann-Whitney U test, Behavioral Ecology, 2006, 17(4): 688\u2013690.","journal-title":"Behavioral Ecology"},{"key":"9101_CR40","doi-asserted-by":"crossref","DOI":"10.1201\/b15072","volume-title":"The Analysis of Contingency Tables","author":"B S Everitt","year":"1992","unstructured":"Everitt B S, The Analysis of Contingency Tables, Chapman and Hall\/CRC, London, 1992."},{"key":"9101_CR41","doi-asserted-by":"crossref","DOI":"10.4135\/9781412985628","volume-title":"Regression with Dummy Variables","author":"M A Hardy","year":"1993","unstructured":"Hardy M A, Regression with Dummy Variables, Sage, Newbury Park, California, 1993."},{"key":"9101_CR42","doi-asserted-by":"crossref","unstructured":"Suits D B, Dummy variables: Mechanics vs interpretation, The Review of Economics and Statistics, 1984, 177\u2013180.","DOI":"10.2307\/1924713"},{"issue":"1","key":"9101_CR43","first-page":"47","volume":"5","author":"X Wang","year":"2019","unstructured":"Wang X, Djehiche B, and Hu X, credit rating analysis based on the network of trading information, Journal of Network Theory in Finance, 2019, 5(1): 47\u201365.","journal-title":"Journal of Network Theory in Finance"},{"issue":"4","key":"9101_CR44","doi-asserted-by":"crossref","first-page":"259","DOI":"10.1016\/0169-7439(89)80095-4","volume":"6","author":"L St","year":"1989","unstructured":"St L and Wold S, Analysis of variance (ANOVA), Chemometrics and Intelligent Laboratory Systems, 1989, 6(4): 259\u2013272.","journal-title":"Chemometrics and Intelligent Laboratory Systems"}],"container-title":["Journal of Systems Science and Complexity"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11424-020-9101-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s11424-020-9101-4\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11424-020-9101-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,4,17]],"date-time":"2021-04-17T00:06:22Z","timestamp":1618617982000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s11424-020-9101-4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,4,17]]},"references-count":44,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2020,10]]}},"alternative-id":["9101"],"URL":"https:\/\/doi.org\/10.1007\/s11424-020-9101-4","relation":{},"ISSN":["1009-6124","1559-7067"],"issn-type":[{"value":"1009-6124","type":"print"},{"value":"1559-7067","type":"electronic"}],"subject":[],"published":{"date-parts":[[2020,4,17]]},"assertion":[{"value":"22 March 2019","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"28 May 2019","order":2,"name":"revised","label":"Revised","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"17 April 2020","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}