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Analyzing credit risk data: a comparison of logistic discrimination, classification tree analysis, and feedforward networks

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Publication:1966033
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zbMath0936.62115MaRDI QIDQ1966033

Thorsten Bonne, Gerhard Arminger, Daniel Enache

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)


zbMATH Keywords

predictionartificial neural networksclassification trees


Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Neural nets and related approaches to inference from stochastic processes (62M45)


Related Items (3)

Stability and scalability in decision trees ⋮ Mining the customer credit using classification and regression tree and multivariate adaptive regression splines ⋮ Semi-parametric estimation of partially linear single-index models







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