Results 101 to 110 of about 744,755 (195)
Decision diagrams in machine learning: an empirical study on real-life credit-risk data. [PDF]
Decision trees are a widely used knowledge representation in machine learning. However, one of their main drawbacks is the inherent replication of isomorphic subtrees, as a result of which the produced classifiers might become too large to be ...
Files, CM +3 more
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, 2012 The purpose of this thesis is to determine and to better inform industry practitioners to the most appropriate classification and regression techniques for modelling the three key credit risk components of the Basel II minimum capital requirement ...
Brown, Iain L.J.
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The winner's curse in banking [PDF]
Theoretical studies have noted that loan applications rejected by one bank can apply at another bank, systematically worsening the pool of applicants faced by all banks.
Sherril Shaffer
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Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from firm-bank matched data in Japan [PDF]
This paper examines the ex-post performance of small and medium-sized enterprises (SMEs) that obtained small business credit scoring (SBCS) loans. Using a unique Japanese firm-bank matched dataset, we identify whether an SME has obtained an SBCS loan and,
HIRATA Hideaki, ONO Arito, HASUMI Ryo
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Credit Risk Scoring: A Stacking Generalization Approach
Forecasting the creditworthiness of customers in new and existing loan contracts is a central issue of lenders’ activity. Credit scoring involves the use of analytical methods to transform historical loan application and loan performance data into credit scores that signal creditworthiness, inform, and determine credit decisions, determine credit ...
Bernardo Raimundo, Jorge M. Bravo
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Comprehensible credit scoring models using rule extraction from support vector machines. [PDF]
In recent years, Support Vector Machines (SVMs) were successfully applied to a wide range of applications. Their good performance is achieved by an implicit non-linear transformation of the original problem to a high-dimensional (possibly infinite ...
Martens, David +3 more
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Hybrid Harmony Search-Artificial Intelligence Models in Credit Scoring. [PDF]
Entropy (Basel), 2020 Goh RY, Lee LS, Seow HV, Gopal K.
europepmc +1 more source
A non-parametric procedure to estimate a linear discriminant function with an application to credit scoring [PDF]
The present work studies the application of two group discriminant analysis in the field of credit scoring. The view here given provides a completely different approach to how this problem is usually targeted.
Voorduin, Raquel
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, 2004 Credit scoring is one of the most successful applications of statistical and management science techniques in finance in the last forty years. This unique collection of recent papers, with comments by experts in the field, provides excellent coverage of ...
Crook, Jonathan +2 more
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Optimizing hyper-parameters of neural networks with swarm intelligence: A novel framework for credit scoring. [PDF]
PLoS One, 2020 Zhang R, Qiu Z.
europepmc +1 more source