A class of categorization methods for credit scoring models
DOI10.1016/J.EJOR.2021.04.029zbMATH Open1487.91148OpenAlexW3158623346MaRDI QIDQ2239972FDOQ2239972
Tiago M. Magalhães, Diego M. B. Silva, Gustavo H. A. Pereira
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
Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
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Cited In (8)
- Supervised feature compression based on counterfactual analysis
- Classification of debtor credit status and determination amount of credit risk by using linier discriminant function
- Title not available (Why is that?)
- 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?)
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