A dimension reduction assisted credit scoring method for big data with categorical features

In the past decade, financial institutions have invested significant efforts in the development of accurate analytical credit scoring models. The evidence suggests that even small improvements in the accuracy of existing credit-scoring models may optimize profits while effectively managing risk expo...

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Bibliographic Details

Published in:	Financial innovation (Heidelberg) Vol. 11; no. 1; pp. 29 - 30
Main Authors:	Miljkovic, Tatjana, Wang, Pei
Format:	Journal Article
Language:	English
Published:	Heidelberg Springer Nature B.V 01.12.2025 SpringerOpen
Subjects:	Accuracy Big Data Credit scoring Dimension reduction Financial institutions Logistic regression Majorization-minimization algorithm Methods
ISSN:	2199-4730, 2199-4730
Online Access:	Get full text
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