Establishing decision tree-based short-term default credit risk assessment models

DOI10.1080/03610926.2014.968730zbMath1349.91294OpenAlexW2425956735MaRDI QIDQ2834635

Heng-Hsuan Chu, Yung-Chia Chang, Lee-Ing Tong, Kuei-Hu Chang

Publication date: 23 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.968730

zbMATH Keywords

decision treebootstrap aggregatingshort-term defaultcredit risk assessment models

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Management decision making, including multiple objectives (90B50) Markov and semi-Markov decision processes (90C40) Credit risk (91G40)

Related Items (1)

A prediction-driven mixture cure model and its application in credit scoring

Cites Work

• Mixture cure models in credit scoring: if and when borrowers default
• Not if but when will borrowers default
• Neural network survival analysis for personal loan data

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