Filchenkov, Andrey; Khanzhina, Natalia; Tsai, Arina; … - In: Risks : open access journal 9 (2021) 3, pp. 1-16
Predicting if a client is worth giving a loan-credit scoring-is one of the most essential and popular problems in banking. Predictive models for this goal are built on the assumption that there is a dependency between the client's profile before the loan approval and their future behavior....