Two-Stage Logistic Regression Models for Improved Credit Scoring
This thesis has investigated two-stage regularized logistic regressions applied on the credit scoring problem. Credit scoring refers to the practice of estimating the probability that a customer will default if given credit. The data was supplied by Klarna AB, and contains a larger number of observa...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2015
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-160551 |