Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research

DOI10.1016/j.ejor.2015.05.030zbMath1346.90835OpenAlexW2131816657MaRDI QIDQ319944

Stefan Lessmann, Hsin-Vonn Seow, Lyn C. Thomas, Bart Baesens

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/377196/1/Lessmann_Benchmarking.pdf

zbMATH Keywords

data miningcredit scoringOR in bankingforecasting benchmark

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Abstract computational complexity for mathematical programming problems (90C60) Credit risk (91G40)

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Uses Software

• UCI-ml

Cites Work

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