Benchmarking State-of-the-Art Classification Algorithms for Credit Scoring
In this paper, we study the performance of various state-of-the-art classification algorithms applied to eight real-life credit scoring data sets. Some of the data sets originate from major Benelux and UK financial institutions. Different types of classifiers are evaluated and compared. Besides the...
| Veröffentlicht in: | The Journal of the Operational Research Society. - Taylor & Francis, Ltd.. - 54(2003), 6, Seite 627-635 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2003
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| Zugriff auf das übergeordnete Werk: | The Journal of the Operational Research Society |
| Schlagworte: | Credit scoring Classification Benchmarking Information science Economics Mathematics Biological sciences Behavioral sciences Education Business |
| Online verfügbar |
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