Promoting variable effect consistency in mixture cure model for credit scoring

Cites Work

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A fast unified algorithm for solving group-lasso penalize learning problems
A selective review of group selection in high-dimensional models
Integrative sparse principal component analysis
Exponential mixture models with long-term survivors and covariates
Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
Benchmarking state-of-the-art classification algorithms for credit scoring
COM-Poisson cure rate survival models and an application to cutaneous melanoma data
Identifying future defaulters: a hierarchical Bayesian method
Not if but when will borrowers default
Survival Analysis Methods for Personal Loan Data
Mixture cure models in credit scoring: if and when borrowers default
Credit scoring with macroeconomic variables using survival analysis
Likelihood inference based on EM algorithm for the destructive length-biased Poisson cure rate model with Weibull lifetime
Dynamic survival models with varying coefficients for credit risks.
A prediction-driven mixture cure model and its application in credit scoring
Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints
Penalized integrative analysis under the accelerated failure time model
Promote sign consistency in the joint estimation of precision matrices
A new mixture cure model under competing risks to score online consumer loans
A class of categorization methods for credit scoring models
A descriptive study of variable discretization and cost-sensitive logistic regression on imbalanced credit data

Uses Software

ElemStatLearn
gglasso

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