Comprehensible credit scoring with fuzzy Artificial Immune System

Abstract

Artificial Immune System (AIS) is inspired from natural immune system. It is being used in many applications but in recent years, its use in data mining has been increased. In this paper, we describe a novel fuzzy AIS algorithm named CCS-FAIS applied to credit scoring problem. The algorithm represents its knowledge with fuzzy if-then rules. These rules have made CCS-FAIS human-understandable which are useful for experts. Our experiments were performed on Australian and German Credit Approval data sets. The proposed classifier has high accuracy and is competitive to several well-known classification systems.