Parametric and non-parametric combination model to enhance overall performance on default prediction (Q890642)
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scientific article; zbMATH DE number 6506964
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| English | Parametric and non-parametric combination model to enhance overall performance on default prediction |
scientific article; zbMATH DE number 6506964 |
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Parametric and non-parametric combination model to enhance overall performance on default prediction (English)
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10 November 2015
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binary logistic regression
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combination model
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decision tree
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K-means clustering
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multiple discriminant analysis
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probability of default
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support vector machine
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0.7033183574676514
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0.7000581622123718
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0.6972583532333374
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0.6895198822021484
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