TY  - EJOU
AU  - Koyuncugil, A.S.  
AU  - Ozgulbas, N.  

TI  - Risk modeling by CHAID decision tree algorithm
T2  - The International Conference on Computational \& Experimental Engineering and Sciences

PY  - 2009
VL  - 11
IS  - 2
SN  - 1933-2815

AB  - In this paper, a data mining model for detecting financial and operational risk indicators by CHAID Decision Tree is presenting. The identification of the risk factors by clarifying the relationship between the variables defines the discovery of knowledge from the financial and operational variables. Automatic and estimation oriented information discovery process coincides the definition of data mining. During the formation of model; an easy to understand, easy to interpret and easy to apply utilitarian model that is far from the requirement of theoretical background is targeted by the discovery of the implicit relationships between the data and the identification of effect level of every factor.
KW  - Data Mining
KW  -  CHAID Decision Tree Algorithm
KW  -  Risk Management
KW  -  Financial Risk
KW  -  Operational Risk

DO  - 10.3970/icces.2009.011.039