Recent Methods from Statistics and Machine Learning for Credit Scoring

Name: Recent Methods from Statistics and Machine Learning for Credit Scoring
Brand: Cuvillier
SKU: 9783954047369
Price: 649 CZK
Availability: InStock

Autor: Anne Kraus

Jazyk:

Vazba: Brožovaná

Vydavatel: Cuvillier

Dostupnost: Skladem u dodavatele

Odesíláme za 8-11 dnů

649 Kč

Credit scoring models are the basis for financial institutions like retail and consumer credit banks...

Informace o knize

Autor

Anne Kraus

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2014

Stránek

166

EAN

9783954047369

ISBN

3954047365

Enbook ID

12828582

Vydavatel

Cuvillier

Hmotnost

204

Rozměry

148 x 210 x 9

Kompletní popis

Credit scoring models are the basis for financial institutions like retail and consumer credit banks. The purpose of the models is to evaluate the likelihood of credit applicants defaulting in order to decide whether to grant them credit. The area under the receiver operating characteristic (ROC) curve (AUC) is one of the most commonly used measures to evaluate predictive performance in credit scoring. The aim of this thesis is to benchmark different methods for building scoring models in order to maximize the AUC. While this measure is used to evaluate the predictive accuracy of the presented algorithms, the AUC is especially introduced as direct optimization criterion.

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Recent Methods from Statistics and Machine Learning for Credit Scoring

Informace o knize

Kompletní popis

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