Bayesian data mining, with application to benchmarking and credit scoring

DOI10.1002/asmb.425zbMath0965.62089OpenAlexW2076310205MaRDI QIDQ2722292

Paolo Guidici

Publication date: 11 July 2001

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.425

zbMATH Keywords

Bayesian model selectionMarkov chain Monte Carlo methodsgraphical modelscredit scoringfinancial benchmarking

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Credit scoring based on the set-valued identification method, Crypto price discovery through correlation networks, Bayeslan Credit Ratings

Cites Work

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