Enhancing Credit Scoring Models with Monte Carlo Simulated Features.
Siham AkilSara SekkateAbdellah AdibPublished in: ISIVC (2024)
Keyphrases
- monte carlo
- monte carlo simulation
- credit scoring
- markov chain
- point processes
- monte carlo methods
- particle filter
- importance sampling
- game tree
- image processing
- variance reduction
- monte carlo tree search
- adaptive sampling
- model selection
- logistic regression
- data analysis
- feature extraction
- classification and regression trees
- machine learning