Recent Methods from Statistics and Machine Learning for Credit Scoring

Language: English

Published by Cuvillier, Cuvillier Jul 2014, 2014

3954047365 / 9783954047369

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This item is printed on demand - Print on Demand Titel. Neuware -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.Books on Demand GmbH, Überseering 33, 22297 Hamburg 166 pp. Englisch.

Seller Inventory # 9783954047369

Title
Recent Methods from Statistics and Machine Learning for Credit Scoring
Author
Anne Kraus
Publisher
Cuvillier, Cuvillier Jul 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3954047365
ISBN 13
9783954047369
Item weight
224 grams
Dimensions
210x148x10 mm

buchversandmimpf2000

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