Parameter estimation for the imbalanced credit scoring data using AUC maximization
نویسندگان
چکیده
منابع مشابه
Credit Scoring Models with AUC Maximization Based on Weighted SVM
Credit scoring models are very important tools for financial institutions to make credit granting decisions. In the last few decades, many quantitative methods have been used for the development of credit scoring models with focus on maximizing classification accuracy. This paper proposes the credit scoring models with the area under receiver operating characteristics curve (AUC) maximization b...
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ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2016
ISSN: 1225-066X
DOI: 10.5351/kjas.2016.29.2.309