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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Vydané v:	Financial innovation (Heidelberg) Ročník 11; číslo 1; s. 29 - 30
Hlavní autori:	Miljkovic, Tatjana, Wang, Pei
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Heidelberg Springer Nature B.V 01.12.2025 SpringerOpen
Predmet:	Accuracy Big Data Credit scoring Dimension reduction Financial institutions Logistic regression Majorization-minimization algorithm Methods
ISSN:	2199-4730, 2199-4730
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