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Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: Journal of the Operational Research Society 76 (2025) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10015325298
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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945