Modelling Interaction Effects by Using Extended WOE Variables with Applications to Credit Scoring

Modelling Interaction Effects by Using Extended WOE Variables with Applications to Credit Scoring

The term <i>credit scoring</i> refers to the application of formal statistical tools to support or automate loan-issuing decision-making processes. One of the most extended methodologies for credit scoring include fitting logistic regression models by using WOE explanatory variables, whi...

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Bibliographic Details
Main Authors: Carlos Giner-Baixauli, Juan Tinguaro Rodríguez, Alejandro Álvaro-Meca, Daniel Vélez
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Mathematics
Subjects:
regression
discretization
explainability
scorecards
Online Access:https://www.mdpi.com/2227-7390/9/16/1903

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https://www.mdpi.com/2227-7390/9/16/1903

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