Bridging accuracy and interpretability : a rescaled cluster-then-predict approach for enhanced credit scoring
Huei-Wen Teng, Ming-Hsuan Kang, I-Han Lee, Le-Chi Bai
| Year of publication: |
2024
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|---|---|
| Authors: | Teng, Huei-Wen ; Kang, Ming-Hsuan ; Lee, I-Han ; Bai, Le-Chi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 103005, p. 1-19
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| Subject: | Cluster-then-predict | Credit scoring | Logistic Regression | Rescaling | XGBoost | Kreditwürdigkeit | Credit rating | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.103005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446985