Profit Maximizing Logistic Regression Modeling for Credit Scoring.
Arnout DevosJakob DhondtEugen StriplingBart BaesensSeppe vanden BrouckeGaurav S. SukhatmePublished in: DSW (2018)
Keyphrases
- credit scoring
- logistic regression
- decision trees
- profit maximizing
- classification and regression trees
- support vector
- logistic regression models
- random forests
- naive bayes
- support vector machine svm
- data mining technology
- neural network
- loss function
- data sets
- k nearest neighbor
- decision support system
- multi class