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The impact of sample bias on consumer credit scoring performance and profitability
14 references·10 citing·38 second hop
The impact of sample bias on consumer credit scoring performance and profitability (2005)The impact of sample bias on consumer cre…Sample selection bias in credit scoring models (2003)Sample selection bias in cred…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…Bayesian neural network learning for repeat purchase modelling in direct marketing (2002)Bayesian neural network learn…Time will tell: behavioural scoring and the dynamics of consumer credit assessment (2001)Time will tell: behavioural s…Modelling consumer credit risk (2001)Modelling consumer credit riskA survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…A comparison of neural networks and linear scoring models in the credit union environment (1996)A comparison of neural networ…Quantitative Methods in Credit Management: A Survey (1994)Quantitative Methods in Credi…Machine-learning algorithms for credit-card applications (1992)Machine-learning algorithms f…Credit Scoring and the Equal Credit Opportunity Act (1978)Credit Scoring and the Equal …The Development of Numerical Credit Evaluation Systems (1963)The Development of Numerical …The Development of Numerical Credit Evaluation Systems (1963)The Development of Numerical …Depicting Risk Profile over Time: A Novel Multiperiod Loan Default Prediction Approach (2023)Depicting Risk Profile over T…Deep generative models for reject inference in credit scoring (2020)Deep generative models for re…Enhanced decision support in credit scoring using Bayesian binary quantile regression (2012)Enhanced decision support in …Credit scoring for microfinance: is it worth it? (2011)Credit scoring for microfinan…Credit scoring and decision making in Egyptian public sector banks (2009)Credit scoring and decision m…Measuring and explaining government efficiency in developing countries (2007)Measuring and explaining gove…Equality of Opportunity versus Equality of Opportunity Sets (2006)Equality of Opportunity versu…Performance improvement through supply chain collaboration: conventional wisdom versus empirical findings (2005)Performance improvement throu…How do Early Stage High Technology Investors Select Their Investments (2005)How do Early Stage High Techn…Dynamic cross-sales effects of price promotions: Empirical generalizations (2004)Dynamic cross-sales effects o…The Pricing of Options and Corporate Liabilities (1973)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Credit scoring with a data mining approach based on support vector machines (2006)Recent developments in consumer credit risk assessment (2007)A comparative assessment of ensemble learning for credit scoring (2010)Neural network credit scoring models (2000)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)A Stochastic Approximation Method (1951)CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (2021)The Mathematics of Financial Derivatives (1995)A survey of the issues in consumer credit modelling research (2005)Neural network survival analysis for personal loan data (2005)Credit scoring with macroeconomic variables using survival analysis (2008)Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis (1999)Customer attrition analysis for financial services using proportional hazard models (2003)Joint optimization of customer segmentation and marketing policy to maximize long-term profitability (2004)Machine Learning for Direct Marketing Response Models: Bayesian Networks with Evolutionary Programming (2006)Customer Equity Drivers and Future Sales (2008)Equality of Opportunity (1998)Human capital, social capital, and innovation: a multi-country study (2004)Spinning out new ventures: a typology of incubation strategies from European research institutions (2004)Inequality of opportunity for educational achievement in Latin America: Evidence from PISA 2006–2009 (2012)Equality of Opportunity (2014)APPROACHES TO INEQUALITY OF OPPORTUNITY: PRINCIPLES, MEASURES AND EVIDENCE (2015)Applied Statistical Decision Theory (1962)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Credit Rationing in Markets with Imperfect Information (1981)Not if but When will Borrowers Default (1999)‘Lending by numbers’: credit scoring and the constitution of risk within American consumer credit (2006)An empirical study of classification algorithm evaluation for financial risk prediction (2010)Problems in applying discriminant analysis in credit scoring models (1978)Credit Scoring Systems: A Critical Analysis (1982)The flat maximum effect and linear scoring models for prediction (1986)Consumer credit-risk models via machine-learning algorithms (2010)The Credit Granting Decision (1970)
this work references cited by second hop

References

  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 1996A comparison of neural networks and linear scoring models in the credit union environment522 cited
  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 1994Quantitative Methods in Credit Management: A Survey240 cited
  • 2002Bayesian neural network learning for repeat purchase modelling in direct marketing218 cited
  • 1963The Development of Numerical Credit Evaluation Systems141 cited
  • 1963The Development of Numerical Credit Evaluation Systems140 cited
  • 2003Sample selection bias in credit scoring models130 cited
  • 1992Machine-learning algorithms for credit-card applications128 cited
  • 2001Modelling consumer credit risk76 cited
  • 2001Time will tell: behavioural scoring and the dynamics of consumer credit assessment74 cited
  • 1978Credit Scoring and the Equal Credit Opportunity Act56 cited

Cited by

  • 2006Equality of Opportunity versus Equality of Opportunity Sets

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132 cited
  • 2007Measuring and explaining government efficiency in developing countries110 cited
  • 2011Credit scoring for microfinance: is it worth it?102 cited
  • 2020Deep generative models for reject inference in credit scoring53 cited
  • 2012Enhanced decision support in credit scoring using Bayesian binary quantile regression34 cited
  • 2009Credit scoring and decision making in Egyptian public sector banks28 cited
  • 2005How do Early Stage High Technology Investors Select Their Investments26 cited
  • 2004Dynamic cross-sales effects of price promotions: Empirical generalizations18 cited
  • 2023Depicting Risk Profile over Time: A Novel Multiperiod Loan Default Prediction Approach18 cited
  • 2005Performance improvement through supply chain collaboration: conventional wisdom versus empirical findings17 cited