Comprehensive credit scoring datasets for robust testing: Out-of-sample, out-of-time, and out-of-universe evaluation

Author:

Mushava JonahORCID,Murray MichaelORCID

Publisher

Elsevier BV

Reference12 articles.

1. An insight into the experimental design for credit risk and corporate bankruptcy prediction systems;García;J. Intell. Inf. Syst.,2015

2. D. Dua, C. Graff, UCI Machine Learning Repository. http://archive.ics.uci.edu/ml, 2019 (Accessed 05 December 2019).

3. A novel XGBoost extension for credit scoring class-imbalanced data combining a generalized extreme value link and a modified focal loss function;Mushava;Expert Syst. Appl.,2022

4. F. Mac, Single family loan-level dataset general user guide. http://www.freddiemac.com/research/datasets/sf_loanlevel_dataset.page, 2023.

5. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS;Baesens,2016

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