A classification spline machine for building a credit scorecard

DOI10.1080/00949650701859577zbMath1186.62129OpenAlexW1973427491MaRDI QIDQ3638578

Ja-Yong Koo, Changyi Park, Myoungshic Jhun Jhun

Publication date: 27 October 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701859577

zbMATH Keywords

simulated annealinglogistic regressioncutpointspline basis

Mathematics Subject Classification ID

Related Items (1)

Fused least absolute shrinkage and selection operator for credit scoring

Cites Work

• Unnamed Item
• Neural network credit scoring models
• Statistical challenges in credit card issuing
• Credit Scoring and Its Applications
• Polychotomous Regression
• Defining attributes for scorecard construction in credit scoring
• Support vector machines for classifying and describing credit applicants: detecting typical and critical regions
• Good practice in retail credit scorecard assessment

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