Credit scorecard based on logistic regression with random coefficients.
Gang DongKin Keung LaiJerome YenPublished in: ICCS (2010)
Keyphrases
- logistic regression
- credit scoring
- decision trees
- logistic regression models
- predictive power
- chi square
- support vector
- breast cancer
- random forests
- loss function
- naive bayes
- fold cross validation
- logistic model
- classification and regression trees
- linear support vector machines
- odds ratio
- credit card
- linear svm
- chi square test
- generalized linear models
- data sets
- classification trees
- feature space
- machine learning