Credit scoring and its applications.

DOI10.1137/1.9781611974560MaRDI QIDQ4599295zbMATH OpenOpenAlexFDO

Authors David B. Edelman, Lyn C. Thomas, Jonathan Crook

Publication date 28 December 2017

Full work available at URL https://doi.org/10.1137/1.9781611974560

zbMATH Keywords

data miningstatisticscredit scoringfinancial mathematicsmodelingrisk managementmanagement science

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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(37)

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• Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
• A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
• Joint models for longitudinal and discrete survival data in credit scoring
• On the communal analysis suspicion scoring for identity crime in streaming credit applications
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