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Defining attributes for scorecard construction in credit scoring

Listed author(s):
  • David Hand
  • Niall Adams
Registered author(s):

    In many domains, simple forms of classification rules are needed because of requirements such as ease of use. A particularly simple form splits each variable into just a few categories, assigns weights to the categories, sums the weights for a new object to be classified, and produces a classification by comparing the score with a threshold. Such instruments are often called scorecards. We describe a way to find the best partition of each variable using a simulated annealing strategy. We present theoretical and empirical comparisons of two such additive models, one based on weights of evidence and another based on logistic regression.

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    Article provided by Taylor & Francis Journals in its journal Journal of Applied Statistics.

    Volume (Year): 27 (2000)
    Issue (Month): 5 ()
    Pages: 527-540

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    Handle: RePEc:taf:japsta:v:27:y:2000:i:5:p:527-540
    DOI: 10.1080/02664760050076371
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