| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10322492 | Expert Systems with Applications | 2012 | 10 Pages |
Abstract
⺠Segmentation does not always improve model performance in credit scoring. ⺠There is no difference in performance between the two-step and simultaneous approaches. ⺠Segmentation contribution to the model performance can be up to 20 percentage points. ⺠It is recommended to develop a single-scorecard model for comparison purposes.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Katarzyna Bijak, Lyn C. Thomas,