A cost-sensitive logistic regression credit scoring model based on multi-objective optimization approach
Credit scoring is an important process for peer-to-peer (P2P) lending companies as it determines whether loan applicants are likely to default. The aim of most credit scoring models is to minimize the classification error rate, which implies that all classification errors bear the same cost; howeve...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2020-02-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/TEDE/article/view/11337 |