Modelling Interaction Effects by Using Extended WOE Variables with Applications to Credit Scoring
The term <i>credit scoring</i> refers to the application of formal statistical tools to support or automate loan-issuing decision-making processes. One of the most extended methodologies for credit scoring include fitting logistic regression models by using WOE explanatory variables, whi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/16/1903 |