Credit scoring with drift adaptation using local regions of competence
DOI10.1007/S43069-022-00177-1zbMATH Open1505.91401OpenAlexW4310080094MaRDI QIDQ2677348FDOQ2677348
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
Recommendations
- Temporally-adaptive linear classification for handling population drift in credit scoring
- Adaptive credit scoring with kernel learning methods
- Adapting a classification rule to local and global shift when only unlabelled data are available
- Advances in credit scoring: combining performance and interpretation in kernel discriminant analysis
- Drift mining in data: a framework for addressing drift in classification
lazy learningadaptive modelslocal classificationbehavioral credit scoringconcept/population driftregion of competence
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Local Regression and Likelihood
- Measuring classifier performance: a coherent alternative to the area under the ROC curve
- Credit Scoring and Its Applications
- Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
- A survey on concept drift adaptation
- Temporally-Adaptive Linear Classification for Handling Population Drift in Credit Scoring
- Mixture of Experts Classification Using a Hierarchical Mixture Model
- Evaluating Learning Algorithms
- Instance-based credit risk assessment for investment decisions in P2P lending
- Neural network credit scoring models
- Advances in Artificial Intelligence – SBIA 2004
- 10.1162/153244304322972694
- Competitive equilibrium in the credit market under asymmetric information
- The local paradigm for modeling and control: From neuro-fuzzy to lazy learning
- Where are the large and difficult datasets?
- Fairness in credit scoring: assessment, implementation and profit implications
- Deep learning for credit scoring: do or don't?
- Universal features of price formation in financial markets: perspectives from deep learning
- Title not available (Why is that?)
- Lazy learning: A logical method for supervised learning
- On Class Imbalance Correction for Classification Algorithms in Credit Scoring
Uses Software
This page was built for publication: Credit scoring with drift adaptation using local regions of competence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2677348)