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Recent Methods from Statistics and Machine Learning for Credit Scoring

Lingua IngleseInglese
Libro In brossura
Libro Recent Methods from Statistics and Machine Learning for Credit Scoring Anne Kraus
Codice Libristo: 12828582
Casa editrice Cuvillier, luglio 2014
Credit scoring models are the basis for financial institutions like retail and consumer credit banks... Descrizione completa
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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.

Informazioni sul libro

Titolo completo Recent Methods from Statistics and Machine Learning for Credit Scoring
Autore Anne Kraus
Lingua Inglese
Rilegatura Libro - In brossura
Data di pubblicazione 2014
Numero di pagine 166
EAN 9783954047369
ISBN 3954047365
Codice Libristo 12828582
Casa editrice Cuvillier
Peso 204
Dimensioni 148 x 210 x 9

Categorie

Matematica e Scienze > Matematica > Probabilità e statistica
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