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Credit scoring: Does XGboost outperform logistic regression?A test on Italian SMEs

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  • Zedda, Stefano

Abstract

The old-fashioned logistic regression is still the most used method for credit scoring. Recent developments have evolved new instruments coming from the machine learning approach, including random forests.

Suggested Citation

  • Zedda, Stefano, 2024. "Credit scoring: Does XGboost outperform logistic regression?A test on Italian SMEs," Research in International Business and Finance, Elsevier, vol. 70(PB).
    • Handle: RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001909
    DOI: 10.1016/j.ribaf.2024.102397
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