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Aplicación del análisis discriminante y regresión logística en el estudio de la morosidad en las entidades financieras : comparación de resultados
13 references·0 citing·49 second hop
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(1975)Econometric Models and Economic Forecasts (1990)Mining the customer credit using classification and regression tree and multivariate adaptive regression splines (2004)A new fuzzy support vector machine to evaluate credit risk (2005)A two-stage hybrid credit scoring model using artificial neural networks and multivariate adaptive regression splines (2005)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A comparative analysis of current credit risk models (2000)Testing Density Forecasts, With Applications to Risk Management (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Time will tell: behavioural scoring and the dynamics of consumer credit assessment (2001)The impact of sample bias on consumer credit scoring performance and profitability (2005)Classification methods applied to credit scoring: Systematic review and overall comparison (2016)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)Consumer credit-risk models via machine-learning algorithms (2010)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)
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References

  • 1986Predicting takeover targets1,311 cited
  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks874 cited
  • 1997Credit risk measurement: Developments over the last 20 years836 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 1980A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior435 cited
  • 1989An econometric analysis of the bank credit scoring problem284 cited
  • 2000Evaluating credit risk models171 cited
  • 1999Predicting a corporate credit analyst's risk estimate by logistic and linear models108 cited
  • 2001Modelling consumer credit risk76 cited
  • 1985El análisis de la solvencia en las instituciones bancarias: propuesta de una metodología y aplicaciones a la Banca Española32 cited
  • 2000Using Payment Behaviour Data for Credit Risk Modelling26 cited
  • 1995Un modelo discriminante para evaluar el riesgo bancario en los créditos a empresas20 cited

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