Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research

European Journal of Operational Research

Volumn 247, Issue 1, 2015, Pages 124-136

  Lessmann, Stefan ^a   Baesens, Bart ^b   Seow, Hsin Vonn ^d   Thomas, Lyn C ^c  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^d Jalan Broga University of Nottingham Malaysia Campus   (Malaysia)

Author keywords

Credit scoring; Data mining; Forecasting benchmark; OR in banking

Indexed keywords

BENCHMARKING; DATA MINING; PREDICTIVE ANALYTICS;

CLASSIFICATION ALGORITHM; CREDIT SCORING; INDEPENDENT ASSESSMENT; OPERATIONAL RESEARCH; PERFORMANCE MEASURE; PREDICTIVE ACCURACY; PREDICTIVE MODELING; TECHNICAL ADVANCEMENT;

LEARNING SYSTEMS;

EID: 84937523151     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2015.05.030     Document Type: Article

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