Development and application of consumer credit scoring models using profit-based classification measures

European Journal of Operational Research

Volumn 238, Issue 2, 2014, Pages 505-513

  Verbraken, Thomas ^a   Bravo, Cristián ^b   Weber, Richard ^c   Baesens, Bart ^a,d  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSIDAD DE TALCA   (Chile)

^c UNIVERSITY OF CHILE   (Chile)

^d UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Classification; Credit scoring; Cutoff point; Data analytics; Performance measurement

Indexed keywords

CLASSIFICATION (OF INFORMATION); RISK ASSESSMENT; STATISTICAL TESTS;

AREA UNDER THE ROC CURVE; CLASSIFICATION PERFORMANCE; CREDIT SCORING; CUTOFF POINT; DATA ANALYTICS; DEVELOPMENT AND APPLICATIONS; GOVERNMENT INSTITUTIONS; PERFORMANCE MEASUREMENTS;

PROFITABILITY;

EID: 84901655653     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2014.04.001     Document Type: Article

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