Beta-boosted ensemble for big credit scoring data
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JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-12-04 (Econometrics)
- NEP-RMG-2016-12-04 (Risk Management)
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