Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method
Zheqi Wang, Jonathan Crook and Galina Andreeva
| Year of publication: |
2025
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|---|---|
| Authors: | Wang, Zheqi ; Crook, Jonathan N. ; Andreeva, Galina |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 76.2025, 2, p. 229-253
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| Subject: | Autoregressive time series | probability of default | Bayesian analysis | credit risk | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Theorie | Theory | Kreditwürdigkeit | Credit rating | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2024.2339510 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015325298