Credit Risk Prediction Using Fuzzy Immune Learning

Pseudocode 1

Pseudocode for calculating grade of certainty CF for 𝑅_𝑖.

Step  1. for each pattern 𝑋_𝑝  do

 (1.1) Compatibility: 𝜇_𝑖(𝑋_𝑝)=∏^𝑛_𝑗=1𝑓_membership(𝑥_𝑝𝑗)

Step  2. for each class ℎ  do

 (2.1) Calculate relative sum of compatibility grades: 𝛽_ℎ(𝑅_𝑖)=(∑_{𝑋𝑝∈ℎ}𝜇_𝑖(𝑋_𝑝))/𝑁_ℎ

Step  3. Find class ℎ which has maximum 𝛽_ℎ𝑅_𝑖.

Step  4. 𝐶𝐹_𝑖ℎ=(𝛽(𝑅_𝑖)−𝛽)/(∑^𝑐_ℎ=1𝛽_ℎ(𝑅_𝑖)) where 𝛽=(∑^𝑐_ℎ=1,ℎ≠ℎ𝛽_ℎ(𝑅_𝑖))/(𝑐−1)