Variable Selection for Credit Risk Scoring on Loan Performance Using Regression Analysis.
Dawn Iris CaliboMelvin A. BalleraPublished in: ICCCS (2019)
Keyphrases
- credit risk
- regression analysis
- variable selection
- credit scoring
- evaluation method
- regression model
- risk analysis
- cross validation
- input variables
- model selection
- financial data
- linear models
- high dimensional
- factor analysis
- dimension reduction
- exchange rate
- high dimensional data
- survival analysis
- feature selection
- fraud detection
- neural network
- ls svm
- logistic regression
- artificial neural networks
- statistical tests
- credit card
- statistical analysis
- graphical models
- data sets