Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
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Publication:2060438
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Cites work
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- scientific article; zbMATH DE number 1107364 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Logistic model trees
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- Neural network credit scoring models
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- The Adaptive Lasso and Its Oracle Properties
- The Model Confidence Set
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Cited in
(31)- Development and application of consumer credit scoring models using profit-based classification measures
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning
- Deep learning for credit scoring: do or don't?
- Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
- Advances in credit scoring: combining performance and interpretation in kernel discriminant analysis
- Analysis of individual credit scoring based on logistic regression with the adaptive Lasso
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- Recent methods from statistics and machine learning for credit scoring
- EFFECT OF THE COMPANY RELATIONSHIP NETWORK ON DEFAULT PREDICTION: EVIDENCE FROM CHINESE LISTED COMPANIES
- Bayesian credit ratings: a random forest alternative approach
- Diagrammatic Representation and Inference
- A note on random forest as the future credit scoring model
- Supervised Machine Learning Techniques: An Overview with Applications to Banking
- Interpretable machine learning for imbalanced credit scoring datasets
- Machine learning in bank merger prediction: a text-based approach
- The profitability of online loans: a competing risks analysis on default and prepayment
- Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation
- Supervised feature compression based on counterfactual analysis
- Interpretable generalized additive neural networks
- An explainable federated learning and blockchain-based secure credit modeling method
- Large-scale model comparison with fast model confidence sets
- Mitigating adversarial attacks on transformer models in credit scoring
- Mortality models ensemble via Shapley value
- Fifty years at the interface between financial modeling and operations research
- Bayesian probability of default models with Langevin dynamics
- Evaluating the stability of model explanations in instance-dependent cost-sensitive credit scoring
- Circular economy application in pharmaceutical supply chains in the UK: a holistic evolutionary game approach
- A novel communication-efficient heterogeneous federated positive and unlabeled learning method for credit scoring
- Interpretable machine learning and explainable artificial intelligence
- BACS: blockchain and AutoML-based technology for efficient credit scoring classification
- Multi-output shrunken regression trees
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