Sample selection bias in credit scoring models
نویسندگان
چکیده
منابع مشابه
The impact of sample bias on consumer credit scoring performance and profitability
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Credit risk management is a process in which banks estimate probability of default (PD) for each loan applicant. Data sets of previous loan applicants are built by gathering their data, and these internal data sets are usually completed using external credit bureau’s data and finally used for estimating PD in banks. There is also a continuous interest for bank to use rule based classifiers to b...
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عنوان ژورنال:
- JORS
دوره 54 شماره
صفحات -
تاریخ انتشار 2003