Deep learning for credit scoring: Do or don’t?

•Deep learning techniques are compared to both conventional methods and ensemble methods for credit scoring.•This comparison is executed over a significant number of credit scoring data sets stemming from a real-life environment.•The models are evaluated and compared over a number of performance mea...

Full description

Bibliographic Details

Published in:	European journal of operational research Vol. 295; no. 1; pp. 292 - 305
Main Authors:	Gunnarsson, Björn Rafn, vanden Broucke, Seppe, Baesens, Bart, Óskarsdóttir, María, Lemahieu, Wilfried
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 16.11.2021
Subjects:	Bayesian statistical testing Credit scoring Decision support systems Deep learning Risk analysis Decision support systems Deep learning Bayesian statistical testing Risk analysis Credit scoring
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!