Temporally-Adaptive Linear Classification for Handling Population Drift in Credit Scoring

Author:

Adams Niall M.,Tasoulis Dimitris K.,Anagnostopoulos Christoforos,Hand David J.

Publisher

Physica-Verlag HD

Reference11 articles.

1. ADAMS, N.M. and HAND, D.J. (1999): Comparing classifiers when the misallocation costs are uncertain. Pattern Recognition 32, 1139–1147.

2. ANAGNOSTOPOULOS, C., TASOULIS D.K., ADAMS, N.M., PAVLIDIS, N. G. and D.J. HAND, D.J. (2009): Streaming aussian classification using recursive maximum likelihood with adaptive forgetting Machine Learning, under review.

3. HAND, D.J. (2001): Reject inference in credit operations. In: E. Mays (Eds.): Handbook of Credit Scoring, Glenlake Publishing, Chicago, 225–240.

4. HAND, D.J. (2005): Good practice in retail credit scorecard assessment. Journal of the Operational Research Society 56, 1109–1117.

5. HAND, D.J. (2009): Measuring classifier performance: a coherent alternative to the area under the ROC curve. Machine Learning 77, 103–123.

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