کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10323544 | 660970 | 2005 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Optimal bipartite scorecards
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
In many retail banking applications, scorecards used for assessing creditworthiness must be simple and interpretable. For this reason, the industry has favoured logistic regression models based on categorised variables. In this paper we describe an extension of such models based on an optimal partition of the applicant population into two subgroups, with categorised logistic models being built in each part. Such bipartite models have the merits of yielding improved predictive accuracy, while retaining interpretive simplicity. They have been used in the industry before, but only in an ad hoc way, with no effort being made to find the optimal division. Some examples and properties of the resulting models are described.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 29, Issue 3, October 2005, Pages 684-690
Journal: Expert Systems with Applications - Volume 29, Issue 3, October 2005, Pages 684-690
نویسندگان
David J. Hand, So Young Sohn, Yoonseong Kim,