Keyword: credit scoring

Found 54 papers in total
Credit cards scoring with quadratic utility functions
Credit cards scoring with quadratic utility functions
2002,
The paper considers a general approach for classifying objects using mathematical...
A stacked generalization framework for credit risk assessment
A stacked generalization framework for credit risk assessment
2002,
Credit risk assessment has been a major research topic in finance during the past two...
A comparison of the rough sets and recursive partitioning induction approaches: an application to commercial loans
A comparison of the rough sets and recursive partitioning induction approaches: an application to commercial loans
2002,
Credit scoring is the term used to describe methods utilized for classifying...
Sample selection bias in credit scoring models
Sample selection bias in credit scoring models
2003,
One of the aims of credit scoring models is to predict the probability of repayment of...
Modelling consumer credit risk
Modelling consumer credit risk
2001,
The consumer credit market is experiencing unprecedented change, increased...
Survival analysis methods for personal loan data
Survival analysis methods for personal loan data
2002,
Credit scoring is one of the most successful applications of quantitative analysis in...
A Bayesian framework for the combination of classifier outputs
A Bayesian framework for the combination of classifier outputs
2002,
We explore a Bayesian framework for constructing combinations of classifier outputs,...
Direct versus indirect credit scoring classifications
Direct versus indirect credit scoring classifications
2002,
We introduce a new approach to assigning bank account holders to ‘good’ or...
A study in the combination of two consumer credit scores
A study in the combination of two consumer credit scores
2001,
Credit scores measure the creditworthiness of individuals in a population of interest....
Recalibrating scorecards
Recalibrating scorecards
2001,
Many credit scoring systems depend on scorecards which order applicants by credit...
Lookahead scorecards for new fixed term credit products
Lookahead scorecards for new fixed term credit products
2001,
Standard approaches to scorecard construction require that a body of data has already...
Scoring by usage
Scoring by usage
2001,
This paper aims to discover whether the predictive accuracy of a new applicant scoring...
PHAB scores: Proportional hazards analysis behavioural scores
PHAB scores: Proportional hazards analysis behavioural scores
2001,
Credit scoring is one of the most widely used applications of quantitative analysis in...
The power to borrow and lend: Investigating the cultural context as part of the lending decision
The power to borrow and lend: Investigating the cultural context as part of the lending decision
2001,
This article addresses social contextual aspects of the lending decision not as...
Development and use of credit profit measures for account management
Development and use of credit profit measures for account management
1992,
Improved measures of account profitability can lead to increased portfolio...
Dividing credit-card costs fairly
Dividing credit-card costs fairly
1992,
Major changes have occurred in the UK in the distribution of the costs associated with...
The economic value of score-splitting accept–reject policies
The economic value of score-splitting accept–reject policies
1992,
Individuals apply to a company (banking, insurance, mortgage) for credit. Based on an...
Machine-learning algorithms for credit-card applications
Machine-learning algorithms for credit-card applications
1992,
Credit assessment involves predicting applicant reliability and profitability. The...
Developing rule-based systems for credit-card applications from data with the genetic algorithm
Developing rule-based systems for credit-card applications from data with the genetic algorithm
1992,
Learning a set of rules from data is basically a problem of classifying the fields of...
The benefit to consumers from generic scoring models based on credit reports
The benefit to consumers from generic scoring models based on credit reports
1992,
The benefit to consumers from the use of informative credit reports is demonstrated by...
The assignment of credit limits with a behaviour-scoring system
The assignment of credit limits with a behaviour-scoring system
1992,
Behaviour-scoring systems for authorizations enable the risk of a customer defaulting...
An application of cluster analysis in credit control
An application of cluster analysis in credit control
1992,
Cluster analysis has existed as a statistical tool for some time, although its entry...
Credit-scoring models for the evaluation of small-business loan applications
Credit-scoring models for the evaluation of small-business loan applications
1992,
In this paper, the decision process of commercial loan officers is modelled....
The flat-maximum effect and generic linear scoring models: A test
The flat-maximum effect and generic linear scoring models: A test
1992,
Predicting human behaviour patterns with linear correlation models has absorbed...
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