Reject inference methods in credit scoring
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Applied Statistics"
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
A Novel Reject Inference Model Using Outlier Detection and Gradient Boosting Technique in Peer-to-Peer Lending
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DOI: 10.1109/access.2019.2927602
Abstract: Credit scoring is an efficient tool in handling the information asymmetry of peer-to-peer (P2P) lending. Credit scoring models are typically built only with the accepted applicants, which may cause sample bias and further hinder the… read more here.
Keywords: peer peer; model; outlier detection; reject inference ... See more keywords