Menardi, Giovanna; Torelli, Nicola - Dipartimento di Scienze Economiche, Aziendali, … - 2010
We focus on credit scoring methods to separate defaulter small and medium enterprises from non-defaulter ones. In this framework, a typical problem occurs because the proportion of defaulter firms is very close to zero, leading to a class imbalance problem. Moreover, a form of bias may affect...