Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
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Publication:2060438
DOI10.1016/j.ejor.2021.06.053zbMath1490.91227OpenAlexW3173725123MaRDI QIDQ2060438
Sessi Tokpavi, Sullivan Hué, Elena Dumitrescu, Christophe Hurlin
Publication date: 13 December 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.06.053
Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40)
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