A class of categorization methods for credit scoring models

DOI10.1016/j.ejor.2021.04.029zbMath1487.91148OpenAlexW3158623346MaRDI QIDQ2239972

Diego M. B. Silva, Gustavo H. A. Pereira, Tiago M. Magalhães

Publication date: 5 November 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.04.029

zbMATH Keywords

discretizationrisk analysislogistic regressioncovariate categorizationcredit scoring models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Credit risk (91G40)

Related Items (1)

Promoting variable effect consistency in mixture cure model for credit scoring

Uses Software

• R
• aplore3
• ISLR
• simstudy
• Ameva
• discretization

Cites Work

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• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Object selection in credit scoring using covariance matrix of parameters estimations
• Dynamic survival models with varying coefficients for credit risks.
• A prediction-driven mixture cure model and its application in credit scoring
• Credit scoring by incorporating dynamic networked information
• Consumer finance: challenges for operational research
• Credit Scoring and Its Applications, Second Edition
• Sample selection bias in credit scoring models
• An Introduction to Statistical Learning
• Applied Logistic Regression

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