The total cost of misclassification in credit scoring: A comparison of generalized linear models and generalized additive models
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DOI: 10.1002/for.2545
Abstract: This study examines whether the evaluation of a bankruptcy prediction model should take into account the total cost of misclassification. For this purpose, we introduce and apply a validity measure in credit scoring that is… read more here.
Keywords: cost misclassification; generalized linear; total cost; generalized additive ... See more keywords