相关论文: Classification methods applied to credit scoring: …

The number of possible methods of generalizing binary classification to multi-class classification increases exponentially with the number of class labels. Often, the best method of doing so will be highly problem dependent. Here we present…

For more than a half-century, credit risk management has used credit scoring models in each of its well-defined stages to manage credit risk. Application scoring is used to decide whether to grant a credit or not, while behavioral scoring…

Reference management software is a well-known tool for scientific research work. Since the 1980s, it has been the subject of reviews and evaluations in library and information science literature. This paper presents a systematic review of…

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

Bank credit rating classifies banks into different levels based on publicly disclosed and internal information, serving as an important input in financial risk management. However, domain experts have a vague idea of exploring and comparing…

Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…

Correctly dealing with categorical data in a supervised learning context is still a major issue. Furthermore, though some machine learning methods embody builtin methods to deal with categorical features, it is unclear whether they bring…

Nowadays, financial data analysis is becoming increasingly important in the business market. As companies collect more and more data from daily operations, they expect to extract useful knowledge from existing collected data to help make…

Classification, a heavily-studied data-driven machine learning task, drives an increasing number of prediction systems involving critical human decisions such as loan approval and criminal risk assessment. However, classifiers often…

Scoring models support decision-making in financial institutions. Their estimation and evaluation are based on the data of previously accepted applicants with known repayment behavior. This creates sampling bias: the available labeled data…

Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…

This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…

Globally, two billion people and more than half of the poorest adults do not use formal financial services. Consequently, there is increased emphasis on developing financial technology that can facilitate access to financial products for…

This work is attached to the BRICS 2013 competition. We propose a two-stage model for dealing with the temporal degradation of credit scoring models. This methodology produced motivating results in a 1-year horizon. We anticipate that it…

Machine learning-supported decisions, such as ordering diagnostic tests or determining preventive custody, often require converting probabilistic forecasts into binary classifications. We adopt a consequentialist perspective from decision…

Credit scorecards are models used for the modelling of the probability of default of clients. The decision to extend credit to an applicant, as well as the price of the credit, is often based on these models. In order to ensure that…

There has been an increased need for secondary means of credit evaluation by both traditional banking organizations as well as peer-to-peer lending entities. This is especially important in the present technological era where sticking with…

The problem of identifying to which of a given set of classes objects belong is ubiquitous, occurring in many research domains and application areas, including medical diagnosis, financial decision making, online commerce, and national…

Credit scoring is without a doubt one of the oldest applications of analytics. In recent years, a multitude of sophisticated classification techniques have been developed to improve the statistical performance of credit scoring models.…

In computational biology and other sciences, researchers are frequently faced with a choice between several computational methods for performing data analyses. Benchmarking studies aim to rigorously compare the performance of different…