Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
type: Item
instance of: scholarly article
title: Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
zbMATH Open document ID: 1490.91227
author: Elena Dumitrescu
author: Sullivan Hué
author: Christophe Hurlin
author: Sessi Tokpavi
published in: European Journal of Operational Research
publication date: 2021-12-13T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 7442963
zbMATH Keywords: risk management
zbMATH Keywords: credit scoring
zbMATH Keywords: machine learning
zbMATH Keywords: interpretability
zbMATH Keywords: econometrics
MaRDI profile type: Publication
full work available at URL: j.ejor.2021.06.053
OpenAlex ID: W3173725123
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DOI: 10.1016/J.EJOR.2021.06.053
description: scientific article; zbMATH DE number 7442963