A dynamic credit scoring model based on survival gradient boosting decision tree approach
Credit scoring, which is typically transformed into a classification problem, is a powerful tool to manage credit risk since it forecasts the probability of default (PD) of a loan application. However, there is a growing trend of integrating survival analysis into credit scoring to provide a dynamic...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2021-01-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/TEDE/article/view/13997 |