Performance validation of representative sample-balancing methods in loan credit-scoring scenarios
Year of publication: |
2022
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Authors: | Chen, Ling-Jia ; Zhang, Runchi |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 16.2022, 4, p. 77-112
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Subject: | loan credit risk | imbalanced samples | sample-balancing methods | credit scoring;model performance validation | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Stichprobenerhebung | Sampling | Theorie | Theory |
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