A class of categorization methods for credit scoring models

DOI10.1016/J.EJOR.2021.04.029zbMATH Open1487.91148OpenAlexW3158623346MaRDI QIDQ2239972FDOQ2239972

Authors: 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

Recommendations

• scientific article; zbMATH DE number 2221033
• Categorical multiblock linear discriminant analysis
• Introduction to statistical methods for credit scoring
• Defining attributes for scorecard construction in credit scoring
• Direct versus indirect credit scoring classifications

zbMATH Keywords

discretizationlogistic regressionrisk analysiscovariate categorizationcredit scoring models

Mathematics Subject Classification ID

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

Cites Work

• An introduction to statistical learning. With applications in R
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Applied logistic regression
• Consumer finance: challenges for operational research
• Dynamic survival models with varying coefficients for credit risks.
• A prediction-driven mixture cure model and its application in credit scoring
• Sample selection bias in credit scoring models
• Object selection in credit scoring using covariance matrix of parameters estimations
• Credit scoring by incorporating dynamic networked information
• Credit scoring and its applications.

Cited In (12)

• Supervised feature compression based on counterfactual analysis
• Classification of debtor credit status and determination amount of credit risk by using linier discriminant function
• Fused least absolute shrinkage and selection operator for credit scoring
• Autobin: a predictive approach towards automatic binning using data splitting
• The planning of marketing strategies in consumer credit: an approach based on graphical chain models for ordinal variables
• Title not available (Why is that?)
• Categorical multiblock linear discriminant analysis
• Promoting variable effect consistency in mixture cure model for credit scoring
• A classification spline machine for building a credit scorecard
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Uses Software

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

This page was built for publication: A class of categorization methods for credit scoring models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2239972)