Two‐stage credit risk prediction framework based on three‐way decisions with automatic threshold learning
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DOI: 10.1002/for.3074
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References listed on IDEAS
- Dumitrescu, Elena & Hué, Sullivan & Hurlin, Christophe & Tokpavi, Sessi, 2022.
"Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects,"
European Journal of Operational Research, Elsevier, vol. 297(3), pages 1178-1192.
- Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2022. "Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects," Post-Print hal-03331114, HAL.
- Zeitsch, Peter J., 2019. "A jump model for credit default swaps with hierarchical clustering," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 737-775.
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