Identifying hidden patterns in credit risk survival data using Generalised Additive Models.

Viani Biatat Djeundje Jonathan Crook

Published in: Eur. J. Oper. Res. (2019)

Keyphrases

credit risk
additive models
survival data
survival analysis
evaluation method

risk analysis
credit scoring
machine learning
financial data
exchange rate

high dimensional
neural network
clinical data
prostate cancer
cross validation

regression model
nearest neighbor
data sources
learning algorithm