Credit scoring by incorporating dynamic networked information
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Publication:2189902
DOI10.1016/j.ejor.2020.03.078zbMath1443.91314arXiv1905.11795OpenAlexW3015619437MaRDI QIDQ2189902
Boualem Djehiche, Yibei Li, Ximei Wang, Xiao-ming Hu
Publication date: 17 June 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.11795
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
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Cites Work
- Development and application of consumer credit scoring models using profit-based classification measures
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- Spatial dependence in credit risk and its improvement in credit scoring
- A coupled Markov chain approach to credit risk modeling
- Comprehensible credit scoring models using rule extraction from support vector machines
- Credit Scoring and Its Applications, Second Edition
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