Enhanced decision support in credit scoring using Bayesian binary quantile regression.
Vera L. MiguéisDries F. BenoitDirk Van den PoelPublished in: J. Oper. Res. Soc. (2013)
Keyphrases
- credit scoring
- decision support
- quantile regression
- logistic regression
- cross validated
- least squares
- decision support system
- support vector machine svm
- data mining
- decision makers
- credit card
- data warehouse
- data mining technology
- data warehousing
- fold cross validation
- bayesian networks
- cross validation
- decision making
- information entropy
- response variable
- bayesian inference
- data sets
- maximum likelihood
- knowledge discovery
- factor analysis
- decision trees
- multi class
- posterior distribution
- computer vision
- nearest neighbor