Advances in credit scoring: combining performance and interpretation in kernel discriminant analysis

DOI10.1007/S11634-015-0213-YMaRDI QIDQ2418293zbMATH OpenOpenAlexWikidataFDO

Authors Caterina Liberati, Furio Camillo, G. Saporta

Publication date 3 June 2019

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11634-015-0213-y

zbMATH Keywords

credit scoringdisqualkernel discriminant analysissmall and medium enterprises

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(10)

• Ensemble of optimal trees, random forest and random projection ensemble classification
• Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
• Adaptive credit scoring with kernel learning methods
• Credit scoring with drift adaptation using local regions of competence
• scientific article; zbMATH DE number 6135353 (Why is no real title available?)
• Categorical multiblock linear discriminant analysis
• Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis
• scientific article; zbMATH DE number 5585959 (Why is no real title available?)
• Lost in a black-box? Interpretable machine learning for assessing Italian SMEs default
• Websites' data: a new asset for enhancing credit risk modeling

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