A prediction-driven mixture cure model and its application in credit scoring
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Cites work
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Bayesian approach to modeling mortgage default and prepayment
- A Concordance Correlation Coefficient to Evaluate Reproducibility
- A Nonparametric Mixture Model for Cure Rate Estimation
- A Stepwise AIC Method for Variable Selection in Linear Regression
- An Akaike information criterion for multiple event mixture cure models
- Benchmarking state-of-the-art classification algorithms for credit scoring
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- Credit risk modeling based on survival analysis with immunes
- Credit scoring with macroeconomic variables using survival analysis
- Dynamic survival models with varying coefficients for credit risks.
- Establishing decision tree-based short-term default credit risk assessment models
- Estimation in a Cox Proportional Hazards Cure Model
- Identifying future defaulters: a hierarchical Bayesian method
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
- Instance-based credit risk assessment for investment decisions in P2P lending
- Lookahead scorecards for new fixed term credit products
- Measuring classifier performance: a coherent alternative to the area under the ROC curve
- Mixed effects regression trees for clustered data
- Mixed-effects random forest for clustered data
- Mixture cure models in credit scoring: if and when borrowers default
- Monotone estimating equations for censored data
- Not if but when will borrowers default
- On the maximum penalized likelihood approach for proportional hazard models with right censored survival data
- Quantitative Methods in Credit Management: A Survey
- RE-EM trees: a data mining approach for longitudinal and clustered data
- Random forests
- Rank-based inference for the accelerated failure time model
- Survival Analysis Methods for Personal Loan Data
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 additive hazards cure model with latent variables: application to corporate default data
- Mixture Cure Models in Prediction of Time to Default: Comparison with Logit and Cox Models
- Credit guarantee types for financing retailers through online peer-to-peer lending: equilibrium and coordinating strategy
- Targeting customers under response-dependent costs
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