Online NEAT for Credit Evaluation -- a Dynamic Problem with Sequential Data

We apply the algorithm Neuroevolution learning literature [5, 6]. of Augmenting Topologies (NEAT) which has not been widely In this paper, we describe development and application of a applied generally in the credit evaluation domain. In addition to technique for learning online (or frequently updated) credit scoring comparing the methodology with other widely applied machine models as new data is read record by record. We describe the learning techniques, we develop and evaluate several approach developed as Online NEAT for Credit Scoring. The enhancements to the algorithm which make it suitable for the approach applies neuro-evolution, a technique that combines neural particular aspects of online learning that are relevant in the networks with evolutionary computation [7].