Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds
Author(s) -
Elena Dumitrescu,
Sullivan Hué,
Christophe Hurlin,
Sessi Tokpavi
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3553781
Subject(s) - logistic regression , interpretability , random forest , decision tree , machine learning , artificial intelligence , econometrics , computer science , logistic model tree , credit risk , benchmark (surveying) , context (archaeology) , statistics , mathematics , actuarial science , economics , geography , geodesy , archaeology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom