Temporally-Adaptive Linear Classification for Handling Population Drift in Credit Scoring

DOI10.1007/978-3-7908-2604-3_15zbMath1436.62483OpenAlexW31399309MaRDI QIDQ3298462

Dimitris K. Tasoulis, Christoforos Anagnostopoulos, David J. Hand, Niall M. Adams

Publication date: 14 July 2020

Published in: Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2604-3_15

zbMATH Keywords

classificationcredit scoringforgetting factorpopulation drift

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Drift mining in data: a framework for addressing drift in classification ⋮ Credit scoring with drift adaptation using local regions of competence ⋮ Continuous monitoring for changepoints in data streams using adaptive estimation

Cites Work

• Measuring classifier performance: a coherent alternative to the area under the ROC curve
• Good practice in retail credit scorecard assessment

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