Φ- and Ψ-transformations that increase the discriminating power of non-monotonic variables of the scoring model-Reference-Cited by-同舟云学术

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Φ- and Ψ-transformations that increase the discriminating power of non-monotonic variables of the scoring model

Published:2022 Issue: Volume:2 Page:108-120
ISSN:2221-7541
Container-title:Управление финансовыми рисками
language:ru
Short-container-title:

Author:

Помазанов Михаил

Publisher

Grebennikov Publishing House

Subject

Materials Chemistry

Reference11 articles.

1. Thomas L.C., Edelman D.B., Crook J.N. ( 2002). Credit Scoring and Its Applications. Philadelphia, PA: Society for Industrial and Applied Mathematics.

2. Unbiased recursive partitioning: a conditional inference framework;Hothorn;Journal of Computational and Graphical Statistics

3. ROC-анализ и калибровка скоринговых моделей на основе метрик точности второго порядка;Помазанов;Управление финансовыми рисками,2021

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