Enhanced decision support in credit scoring using Bayesian binary quantile regression
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- V. L. Miguéis & D. F. Benoit & D. Van Den Poel, 2012. "Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/803, Ghent University, Faculty of Economics and Business Administration.
References listed on IDEAS
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Cited by:
- Li, Yibei & Wang, Ximei & Djehiche, Boualem & Hu, Xiaoming, 2020.
"Credit scoring by incorporating dynamic networked information,"
European Journal of Operational Research, Elsevier, vol. 286(3), pages 1103-1112.
- Yibei Li & Ximei Wang & Boualem Djehiche & Xiaoming Hu, 2019. "Credit Scoring by Incorporating Dynamic Networked Information," Papers 1905.11795, arXiv.org, revised Oct 2019.
- Benoit, Dries F. & Van den Poel, Dirk, 2017. "bayesQR: A Bayesian Approach to Quantile Regression," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i07).
- Hussein Hashem & Veronica Vinciotti & Rahim Alhamzawi & Keming Yu, 2016. "Quantile regression with group lasso for classification," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(3), pages 375-390, September.
- Vera L. Miguéis & Ana S. Camanho & José Borges, 2017. "Predicting direct marketing response in banking: comparison of class imbalance methods," Service Business, Springer;Pan-Pacific Business Association, vol. 11(4), pages 831-849, December.
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