Credit Scoring and Its Applications
From MaRDI portal
Publication:3151804
DOI10.1137/1.9780898718317zbMath1001.91052OpenAlexW1528428636MaRDI QIDQ3151804
David B. Edelman, Lyn C. Thomas, Jonathan N. Crook
Publication date: 17 October 2002
Full work available at URL: https://doi.org/10.1137/1.9780898718317
Statistical methods; risk measures (91G70) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)
Related Items (44)
Generalizations of logistic regression, weight of evidence, and the Gini index for a continuous target variable taking on probabilistic values ⋮ Application of the method of maximum entropy in the mean to classification problems ⋮ The institution as a blunt instrument: cooperation through imperfect observability ⋮ On deposit volumes and the valuation of non-maturing liabilities ⋮ An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring ⋮ Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research ⋮ Spatial dependence in credit risk and its improvement in credit scoring ⋮ Assessing naïve Bayes as a method for screening credit applicants ⋮ Recent developments in consumer credit risk assessment ⋮ Quantile regression for modelling distributions of profit and loss ⋮ To ask or not to ask, that is the question ⋮ Modelling profitability using survival combination scores ⋮ Measuring retail company performance using credit scoring techniques ⋮ Loan origination decisions using a multinomial scorecard ⋮ Measuring customer quality in retail banking ⋮ Unnamed Item ⋮ On the confusion matrix in credit scoring and its analytical properties ⋮ Credit scoring with drift adaptation using local regions of competence ⋮ A latent class Cox model for heterogeneous time-to-event data ⋮ Mixture cure models in credit scoring: if and when borrowers default ⋮ Measuring classifier performance: a coherent alternative to the area under the ROC curve ⋮ Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines ⋮ Deep learning for credit scoring: do or don't? ⋮ Aggregating classifiers with mathematical programming ⋮ Cost-based feature selection for support vector machines: an application in credit scoring ⋮ Scoring bank loans that may go wrong: a case study ⋮ Using adaptive learning in credit scoring to estimate take-up probability distribution ⋮ Semiparametric Regression Models with Applications to Scoring: A Review ⋮ Alternative second-order cone programming formulations for support vector classification ⋮ Validating risk models with a focus on credit scoring models ⋮ Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors ⋮ A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees ⋮ Development and application of consumer credit scoring models using profit-based classification measures ⋮ Supervised classification and tunnel vision ⋮ A regression model for special proportions ⋮ A classification spline machine for building a credit scorecard ⋮ Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects ⋮ Sparse multi-criteria optimization classifier for credit risk evaluation ⋮ Credit risk evaluation with a least squares fuzzy support vector machines classifier ⋮ Design of adaptive Elman networks for credit risk assessment ⋮ Credit scoring for profitability objectives ⋮ A reference model for customer-centric data mining with support vector machines ⋮ An application of locally linear model tree algorithm with combination of feature selection in credit scoring ⋮ Interaction between financial risk measures and machine learning methods
This page was built for publication: Credit Scoring and Its Applications