Updating a credit-scoring model based on new attributes without realization of actual data

DOI10.1016/J.EJOR.2013.02.030MaRDI QIDQ2256179zbMATH OpenOpenAlexFDO

Authors Yonghan Ju, So Young Sohn

Publication date 19 February 2015

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

Full work available at URL https://doi.org/10.1016/j.ejor.2013.02.030

zbMATH Keywords

ANOVAcredit-scoring modelexploratory factor analysis (EFA)financelogistic regression analysissmall and medium enterprise

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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Cites work

• Neural network credit scoring models
• Random effects logistic regression model for default prediction of technology credit guarantee fund
• Support vector machines for default prediction of SMEs based on technology credit
• Technology scoring model considering rejected applicants and effect of reject inference
• Technology scoring model for reflecting evaluator's perception within confidence limits

Cited in

(8)

• A novel approach for reducing attributes and its application to small enterprise financing ability evaluation
• Empirical study on indicators selection model based on nonparametric K-nearest neighbor identification and R clustering analysis
• Social collateral, soft information and online peer-to-peer lending: a theoretical model
• Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk
• Behavioral technology credit scoring model with time-dependent covariates for stress test
• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Technology scoring model considering rejected applicants and effect of reject inference
• Robust cost-sensitive kernel method with Blinex loss and its applications in credit risk evaluation

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