Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees

(2018) Arno De Caigny et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Loss functions for Loss Given Default model comparison

(2018) Christophe Hurlin et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

The value of big data for credit scoring: Enhancing financial inclusion using mobile phone data and social network analytics

(2018) María Óskarsdóttir et al.   APPLIED SOFT COMPUTING

penalized: AMATLABToolbox for Fitting Generalized Linear Models with Penalties

(2016) William McIlhagga   Journal of Statistical Software

Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research

(2015) Stefan Lessmann et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Regularization Paths for Generalized Linear Models via Coordinate Descent

(2015) Jerome Friedman et al.   Journal of Statistical Software

Development and application of consumer credit scoring models using profit-based classification measures

(2014) Thomas Verbraken et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data

(2012) Soner Akkoç   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

The Model Confidence Set

(2011)   ECONOMETRICA

Multiple classifier architectures and their application to credit risk assessment

(2010) Steven Finlay   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Subagging for credit scoring models

(2009) Giuseppe Paleologo et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Decompositional Rule Extraction from Support Vector Machines by Active Learning

(2009) D. Martens et al.   IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING

Recursive Neural Network Rule Extraction for Data With Mixed Attributes

(2008) R. Setiono et al.   IEEE TRANSACTIONS ON NEURAL NETWORKS