Are we modelling the right thing? The impact of incorrect problem specification in credit scoring

Expert Systems with Applications

Volumn 36, Issue 5, 2009, Pages 9065-9071

  Finlay, Steven ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Credit scoring; Forecasting; Genetic algorithms

Indexed keywords

GENETIC ALGORITHMS; REGRESSION ANALYSIS; RISK MANAGEMENT;

BUSINESS OBJECTIVES; CREDIT SCORING; EMPIRICAL RESULTS; GINI COEFFICIENTS; GLOBAL MEASURES; MISCLASSI-FICATION RATES; MODEL ASSESSMENTS; MODEL CONSTRUCTIONS; MODEL PARAMETERS; PROBLEM SPECIFICATIONS; REGRESSION MODELS; SCORING MODELS; WELL-ALIGNED;

RISK ASSESSMENT;

EID: 60849085971     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.12.016     Document Type: Article

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