Benchmarking state-of-the-art classification algorithms for credit scoring
- 1 June 2003
- journal article
- Published by Taylor & Francis Ltd in Journal of the Operational Research Society
- Vol. 54 (6), 627-635
- https://doi.org/10.1057/palgrave.jors.2601545
Abstract
No abstract availableThis publication has 16 references indexed in Scilit:
- Bayesian neural network learning for repeat purchase modelling in direct marketingEuropean Journal of Operational Research, 2002
- PHAB scores: proportional hazards analysis behavioural scoresJournal of the Operational Research Society, 2001
- Classification accuracy in discriminant analysis: a mixed integer programming approachJournal of the Operational Research Society, 2001
- Neural network credit scoring modelsComputers & Operations Research, 2000
- A survey of credit and behavioural scoring: forecasting financial risk of lending to consumersInternational Journal of Forecasting, 2000
- Least Squares Support Vector Machine ClassifiersNeural Processing Letters, 1999
- A comparison of neural networks and linear scoring models in the credit union environmentEuropean Journal of Operational Research, 1996
- A credit scoring model for personal loansInsurance: Mathematics and Economics, 1989
- Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric ApproachBiometrics, 1988