Sökning: "Credit Credit-scoring WOE weight of evidence Credit-scoring models"

Hittade 1 uppsats innehållade orden Credit Credit-scoring WOE weight of evidence Credit-scoring models.

  1. 1. Weight of evidence transformation in credit scoring models: How does it affect the discriminatory power?

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Rickard Persson; [2021]
    Nyckelord :Credit Credit-scoring WOE weight of evidence Credit-scoring models; Mathematics and Statistics;

    Sammanfattning : Weight of evidence (WOE) transformation has been used for several decades in the credit industry. However, despite its widespread use, it has, surprisingly, been an overlooked approach in published literature. In this paper, we, therefore, investigate what effect WOE transformation has on the discriminatory power of a credit-scoring model. LÄS MER