A novel generalised extreme value gradient boosting decision tree for the class imbalanced problem in credit scoring
Junfeng Zhang, Raffaella Calabrese and Yizhe Dong
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Junfeng ; Calabrese, Raffaella ; Dong, Yizhe |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 76.2025, 8, p. 1513-1530
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| Subject: | Credit scoring | generalised extreme value distribution | gradient boosting decision tree | imbalanced sample | Kreditwürdigkeit | Credit rating | Theorie | Theory | Entscheidungsbaum | Decision tree | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2024.2418882 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015551949