Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Elena Dumitrescu, Sullivan Hué, Christophe Hurlin, Sessi Tokpavi
| Year of publication: |
2022
|
|---|---|
| Authors: | Dumitrescu, Elena ; Hué, Sullivan ; Hurlin, Christophe ; Tokpavi, Sessi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 297.2022, 3 (16.3.), p. 1178-1192
|
| Subject: | Risk management | Credit scoring | Machine learning | Interpretability | Econometrics | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Credit rating | Risikomanagement | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Ökonometrie |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.06.053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013263050