A prediction-driven mixture cure model and its application in credit scoring (Q1735161): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.ejor.2019.01.072 / rank
Normal rank
 
Property / describes a project that uses
 
Property / describes a project that uses: Smcure / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2019.01.072 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2914424339 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Not if but when will borrowers default / rank
 
Normal rank
Property / cites work
 
Property / cites work: Benchmarking state-of-the-art classification algorithms for credit scoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit scoring with macroeconomic variables using survival analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit risk modeling based on survival analysis with immunes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian approach to modeling mortgage default and prepayment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random forests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Establishing decision tree-based short-term default credit risk assessment models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5654899 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Akaike information criterion for multiple event mixture cure models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic survival models with varying coefficients for credit risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotone estimating equations for censored data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Instance-based credit risk assessment for investment decisions in P2P lending / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lookahead scorecards for new fixed term credit products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring classifier performance: a coherent alternative to the area under the ROC curve / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed effects regression trees for clustered data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rank-based inference for the accelerated failure time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed-effects random forest for clustered data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Concordance Correlation Coefficient to Evaluate Reproducibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying future defaulters: a hierarchical Bayesian method / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the maximum penalized likelihood approach for proportional hazard models with right censored survival data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Nonparametric Mixture Model for Cure Rate Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative Methods in Credit Management: A Survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: RE-EM trees: a data mining approach for longitudinal and clustered data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in a Cox Proportional Hazards Cure Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survival Analysis Methods for Personal Loan Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixture cure models in credit scoring: if and when borrowers default / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stepwise AIC Method for Variable Selection in Linear Regression / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.EJOR.2019.01.072 / rank
 
Normal rank

Latest revision as of 06:43, 11 December 2024

scientific article
Language Label Description Also known as
English
A prediction-driven mixture cure model and its application in credit scoring
scientific article

    Statements

    A prediction-driven mixture cure model and its application in credit scoring (English)
    0 references
    0 references
    0 references
    0 references
    28 March 2019
    0 references
    risk analysis
    0 references
    mixture cure model
    0 references
    random forests
    0 references
    time-dependent hazards
    0 references
    P2P lending
    0 references
    0 references
    0 references

    Identifiers