A Practical Approach to Applying Game Theory Rules to Enhance Decision Support Systems in Financial Applications

摘要

This paper examines in more detail the application of Game Theory and Data Mining techniques to enhance decision support systems in financial applications. Our previous research examined the potential of combining Game Theory and Data Mining in enhancing the accuracy of risk in theory. This paper closely examines a more practical approach with models enhancing the accuracy of predicting risk using the German Credit Dataset. Compared to the previous attempt, in this paper we propose enhanced game trees to be combined with the J48 decision tree as a data mining algorithm.