On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Expert Systems with Applications

Volumn 39, Issue 9, 2012, Pages 8071-8078

  Louzada, Francisco ^a   Ferreira Silva, Paulo H ^b   Diniz, Carlos A R ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b FEDERAL UNIVERSITY OF SÃO CARLOS   (Brazil)

Author keywords

Classification models; Credit scoring; Logistic regression with state dependent sample selection; Naive logistic regression; Performance measures

Indexed keywords

CLASSIFICATION MODELS; CREDIT SCORING; LOGISTIC REGRESSIONS; NAIVE LOGISTIC REGRESSION; PERFORMANCE MEASURE;

INFORMATION THEORY; LOGISTICS; PROBABILITY DISTRIBUTIONS; RISK ASSESSMENT;

REGRESSION ANALYSIS;

EID: 84858335273     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.01.134     Document Type: Article

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