Name: Recent Methods from Statistics and Machine Learning for Credit Scoring
SKU: 56779636
Price: 35.42 EUR
Availability: InStock
Author: Kraus, Anne
ISBN: 9783954047369

Select your country

Americas

Europe

Rest of the world

portada Recent Methods from Statistics and Machine Learning for Credit Scoring

Recent Methods from Statistics and Machine Learning for Credit Scoring

Type

Physical Book

Author

Anne Kraus

Publisher

Cuvillier

Language

English

Pages

166

Format

Paperback

Dimensions

21x14.8x0.9 cm

Weight

0.20 kg.

ISBN13

9783954047369

Synopsis "Recent Methods from Statistics and Machine Learning for Credit Scoring"

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.

Customers reviews

Have you read this book? Login to add your review.

More customer reviews

0% (0)
0% (0)
0% (0)
0% (0)
0% (0)

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews

Recent Methods from Statistics and Machine Learning for Credit Scoring - Kraus, Anne

Synopsis "Recent Methods from Statistics and Machine Learning for Credit Scoring"

Customers reviews

Frequently Asked Questions about the Book

Is the book original?

In what language is the book written?

What is the format of this book?

Questions and Answers about the Book

Opinions about Bookdelivery