Risk analysis and retrospective unbalanced data

MaRDI QIDQ5357860zbMATH OpenFDO

Authors Francesca Pierri, Elena Stanghellini, Nicoló Bistoni

Publication date 18 September 2017

Full work available at URL https://www.ine.pt/revstat/pdf/rs160204.pdf

zbMATH Keywords

bankruptcycase-control studiesdata augmentationlogistic regressionROSE methodunbalanced data

Mathematics Subject Classification ID

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

Recommendations

• Scorecard construction with unbalanced class sizes
• Optimal cut-off for rare events and unbalanced misclassification costs
• On class imbalance correction for classification algorithms in credit scoring
• Training and assessing classification rules with imbalanced data
• Improving forecast of binary rare events data: a GAM-based approach

Cited in

(8)

• RobROSE: a robust approach for dealing with imbalanced data in fraud detection
• On class imbalance correction for classification algorithms in credit scoring
• Scorecard construction with unbalanced class sizes
• Improving forecast of binary rare events data: a GAM-based approach
• Credit default discrimination model based on double stratified sampling
• A descriptive study of variable discretization and cost-sensitive logistic regression on imbalanced credit data
• Optimal cut-off for rare events and unbalanced misclassification costs
• Variable selection in binary logistic regression for modelling bankruptcy risk

This page was built for publication: Risk analysis and retrospective unbalanced data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5357860)