Retail credit scoring using fine‐grained payment data
نویسندگان
چکیده
منابع مشابه
Measuring retail company performance using credit scoring techniques
This paper proposes a theoretical framework for predicting financial distress based on Hunt’s (2000) ‘Resource-Advantage (R-A) Theory of Competition’. The study focuses on the US retail market. Five credit scoring methodologies –Naïve Bayes, Logistic Regression, Recursive Partition, Artificial Neural Network, and Sequential Minimal Optimization— are used on a sample of 195 healthy companies and...
متن کاملUsing DEA for Classification in Credit Scoring
Credit scoring is a kind of binary classification problem that contains important information for manager to make a decision in particularly in banking authorities. Obtained scores provide a practical credit decision for a loan officer to classify clients to reject or accept for payment loan. For this sake, in this paper a data envelopment analysis- discriminant analysis (DEA-DA) approach is us...
متن کاملCredit Scoring and Data Mining
Credit scoring is the use of predictive modelling techniques to support decision making in lending. It is a field of immense practical value that also supports a modest amount of academic research. Interestingly, the academic research tends not to be put into practice. This is not a result of insularity and arrogance on the part of the practitioners, but rather, of the practitioners having a be...
متن کاملCredit Scoring using Semiparametric Methods
Credit scoring methods aim to assess credit worthiness of potential borrowers to keep the risk of credit loss low and to minimize the costs of failure over risk groups. Standard parametric approaches as logistic discrimination analysis assume that the probability of belonging to the group of ”bad” clients is given by P (Y = 1|X) = F (βX), with Y = 1 indicating a ”bad” client and X denoting the ...
متن کاملCredit Scoring in Microfinance Using Non-traditional Data
Emerging markets contain the vast majority of the world’s population. Despite the huge number of inhabitants, these markets still lack a proper finance infrastructure. One of the main difficulties felt by customers is the access to loans. This limitation arises from the fact that most customers usually lack a verifiable credit history. As such, traditional banks are unable to provide loans. Thi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series A (Statistics in Society)
سال: 2019
ISSN: 0964-1998,1467-985X
DOI: 10.1111/rssa.12469