Adaptive consumer credit classification

Journal of the Operational Research Society

Volumn 63, Issue 12, 2012, Pages 1645-1654

  Pavlidis, N G ^a   Tasoulis, D K ^b   Adams, N M ^c   Hand, D J ^b,c  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b Winton Capital Management   (United Kingdom)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

credit scoring; H measure; logistic regression; online learning; population drift

Indexed keywords

OPERATIONS RESEARCH; RESEARCH;

CREDIT SCORING; H-MEASURE; LOGISTIC REGRESSIONS; ONLINE LEARNING; POPULATION DRIFT;

RISK ASSESSMENT;

EID: 84866843009     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2012.15     Document Type: Article

References (17)

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