Does segmentation always improve model performance in credit scoring?
Credit scoring allows for the credit risk assessment of bank customers. A single scoring model (scorecard) can be developed for the entire customer population, e.g. using logistic regression. However, it is often expected that segmentation, i.e. dividing the population into several groups and buildi...
Main Authors: | Bijak, Katarzyna (Author), Thomas, Lyn C. (Author) |
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Format: | Article |
Language: | English |
Published: |
2012-02-15.
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Subjects: | |
Online Access: | Get fulltext |
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