Recent Methods from Statistics and Machine Learning for Credit Scoring - Couverture souple

Kraus, Anne

 
9783954047369: Recent Methods from Statistics and Machine Learning for Credit Scoring
Couverture souple
ISBN 10 : 3954047365 ISBN 13 : 9783954047369
Editeur : Cuvillier, 2014

Synopsis

Credit scoring models are the basis for financial institutions like retail and consumer credit banks. The purpose of the models is to evaluate the likelihood of credit applicants defaulting in order to decide whether to grant them credit. The area under the receiver operating characteristic (ROC) curve (AUC) is one of the most commonly used measures to evaluate predictive performance in credit scoring. The aim of this thesis is to benchmark different methods for building scoring models in order to maximize the AUC. While this measure is used to evaluate the predictive accuracy of the presented algorithms, the AUC is especially introduced as direct optimization criterion.

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Éditeur
Cuvillier
Date d'édition
2014
Langue
anglais
ISBN 10 
3954047365
ISBN 13 
9783954047369
Reliure
Broché
Nombre de pages
166
Coordonnées du fabricant
non disponible
Personne responsable
non disponible