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Recent Methods from Statistics and Machine Learning for Credit Scoring

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Recent Methods from Statistics and Machine Learning for Credit Scoring Anne Kraus
Libristo kod: 12828582
Nakladnici Cuvillier, srpanj 2014
Credit scoring models are the basis for financial institutions like retail and consumer credit banks... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Recent Methods from Statistics and Machine Learning for Credit Scoring
Autor Anne Kraus
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2014
Broj stranica 166
EAN 9783954047369
ISBN 3954047365
Libristo kod 12828582
Nakladnici Cuvillier
Težina 204
Dimenzije 148 x 210 x 9

Kategorija

Mathematics & Science > Mathematics > Probability & statistics
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