Optimizing Ensemble Learning to Reduce Misclassification Costs in Credit Risk Scorecards
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References listed on IDEAS
- Panayiota Koulafetis, 2017. "Modern Credit Risk Management," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-52407-2, September.
- Dumitrescu, Elena & Hué, Sullivan & Hurlin, Christophe & Tokpavi, Sessi, 2022.
"Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects,"
European Journal of Operational Research, Elsevier, vol. 297(3), pages 1178-1192.
- Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2022. "Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects," Post-Print hal-03331114, HAL.
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Keywords
credit scoring; ensemble learning; financial performance criteria; statistical metrics;All these keywords.
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