Credit scoring with drift adaptation using local regions of competence

DOI10.1007/s43069-022-00177-1zbMath1505.91401OpenAlexW4310080094MaRDI QIDQ2677348

Dimitrios Nikolaidis, Michalis Doumpos

Publication date: 13 January 2023

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43069-022-00177-1

zbMATH Keywords

lazy learningadaptive modelslocal classificationbehavioral credit scoringconcept/population driftregion of competence

Mathematics Subject Classification ID

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

Uses Software

• RUSBoost
• SMOTE

Cites Work

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