Autobin: a predictive approach towards automatic binning using data splitting

MaRDI QIDQ5380010zbMATH OpenFDO

Authors Tanja Verster

Publication date 14 June 2019

zbMATH Keywords

binningdata splittingcredit scoringpredictive models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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(2)

• Binarised regression tasks: methods and evaluation metrics
• Automatic data-based bin width selection for rose diagram

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