Scorecard construction with unbalanced class sizes

MaRDI QIDQ2834321zbMATH OpenFDO

Authors Veronica Vinciotti, David J. Hand

Publication date 28 November 2016

Published in Journal of the Iranian Statistical Society JIRSS (Search for Journal in Brave)

Full work available at URL http://jirss.irstat.ir/browse.php?a_id=98&slc_lang=en&sid=1&ftxt=1

zbMATH Keywords

credit scoringunbalanced classesclassification performance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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Cited in

(3)

• Risk analysis and retrospective unbalanced data
• Optimal cut-off for rare events and unbalanced misclassification costs
• On class imbalance correction for classification algorithms in credit scoring

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