A prediction-driven mixture cure model and its application in credit scoring
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Publication:1735161
DOI10.1016/J.EJOR.2019.01.072zbMATH Open1431.91413OpenAlexW2914424339MaRDI QIDQ1735161FDOQ1735161
Authors: Cuiqing Jiang, Zhao Wang, Huimin Zhao 
Publication date: 28 March 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.01.072
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
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Cited In (18)
- Sentiment classification of time-sync comments: a semi-supervised hierarchical deep learning method
- On the integration of decision trees with mixture cure model
- What makes accidents severe! Explainable analytics framework with parameter optimization
- Enhancing cure rate analysis through integration of machine learning models: a comparative study
- A class of categorization methods for credit scoring models
- Cure events in default prediction
- Mixture cure models in credit scoring: if and when borrowers default
- Analysis of defaulters' behaviour using the Poisson-mixture approach
- A new mixture cure model under competing risks to score online consumer loans
- A new mixture model for the estimation of credit card exposure at default
- Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques
- Promoting variable effect consistency in mixture cure model for credit scoring
- Deep learning for credit scoring: do or don't?
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models
- Mixture additive hazards cure model with latent variables: application to corporate default data
- Credit guarantee types for financing retailers through online peer-to-peer lending: equilibrium and coordinating strategy
- Targeting customers under response-dependent costs
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values
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