Reject inference methods in credit scoring
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DOI: 10.1080/02664763.2021.1929090
Abstract: The granting process is based on the probability that the applicant will refund his/her loan given his/her characteristics. This probability, also called score, is learnt based on a dataset in which rejected applicants are excluded.… read more here.
Keywords: reject inference; inference methods; methods credit; credit scoring ... See more keywords