Matches in SemOpenAlex for { <https://semopenalex.org/work/W2039405854> ?p ?o ?g. }
Showing items 1 to 99 of
99
with 100 items per page.
- W2039405854 endingPage "2442" @default.
- W2039405854 startingPage "2433" @default.
- W2039405854 abstract "Credit scoring allows for the credit risk assessment of bank customers. A single scoring model (scorecard) can be developed for the entire customer population, e.g. using logistic regression. However, it is often expected that segmentation, i.e. dividing the population into several groups and building separate scorecards for them, will improve the model performance. The most common statistical methods for segmentation are the two-step approaches, where logistic regression follows Classification and Regression Trees (CART) or Chi-squared Automatic Interaction Detection (CHAID) trees etc. In this research, the two-step approaches are applied as well as a new, simultaneous method, in which both segmentation and scorecards are optimised at the same time: Logistic Trees with Unbiased Selection (LOTUS). For reference purposes, a single-scorecard model is used. The above-mentioned methods are applied to the data provided by two of the major UK banks and one of the European credit bureaus. The model performance measures are then compared to examine whether there is improvement due to the segmentation methods used. It is found that segmentation does not always improve model performance in credit scoring: for none of the analysed real-world datasets, the multi-scorecard models perform considerably better than the single-scorecard ones. Moreover, in this application, there is no difference in performance between the two-step and simultaneous approaches." @default.
- W2039405854 created "2016-06-24" @default.
- W2039405854 creator A5008990681 @default.
- W2039405854 creator A5075950907 @default.
- W2039405854 date "2012-02-01" @default.
- W2039405854 modified "2023-10-16" @default.
- W2039405854 title "Does segmentation always improve model performance in credit scoring?" @default.
- W2039405854 cites W1974806455 @default.
- W2039405854 cites W1979904408 @default.
- W2039405854 cites W1981039744 @default.
- W2039405854 cites W2029396822 @default.
- W2039405854 cites W2094789731 @default.
- W2039405854 cites W2153476503 @default.
- W2039405854 cites W2165867096 @default.
- W2039405854 cites W2169632325 @default.
- W2039405854 doi "https://doi.org/10.1016/j.eswa.2011.08.093" @default.
- W2039405854 hasPublicationYear "2012" @default.
- W2039405854 type Work @default.
- W2039405854 sameAs 2039405854 @default.
- W2039405854 citedByCount "53" @default.
- W2039405854 countsByYear W20394058542012 @default.
- W2039405854 countsByYear W20394058542013 @default.
- W2039405854 countsByYear W20394058542014 @default.
- W2039405854 countsByYear W20394058542015 @default.
- W2039405854 countsByYear W20394058542016 @default.
- W2039405854 countsByYear W20394058542017 @default.
- W2039405854 countsByYear W20394058542018 @default.
- W2039405854 countsByYear W20394058542019 @default.
- W2039405854 countsByYear W20394058542020 @default.
- W2039405854 countsByYear W20394058542021 @default.
- W2039405854 countsByYear W20394058542022 @default.
- W2039405854 countsByYear W20394058542023 @default.
- W2039405854 crossrefType "journal-article" @default.
- W2039405854 hasAuthorship W2039405854A5008990681 @default.
- W2039405854 hasAuthorship W2039405854A5075950907 @default.
- W2039405854 hasBestOaLocation W20394058542 @default.
- W2039405854 hasConcept C10138342 @default.
- W2039405854 hasConcept C105795698 @default.
- W2039405854 hasConcept C119857082 @default.
- W2039405854 hasConcept C124101348 @default.
- W2039405854 hasConcept C144024400 @default.
- W2039405854 hasConcept C144133560 @default.
- W2039405854 hasConcept C149782125 @default.
- W2039405854 hasConcept C149923435 @default.
- W2039405854 hasConcept C151956035 @default.
- W2039405854 hasConcept C154945302 @default.
- W2039405854 hasConcept C16023879 @default.
- W2039405854 hasConcept C162853370 @default.
- W2039405854 hasConcept C178350159 @default.
- W2039405854 hasConcept C199004533 @default.
- W2039405854 hasConcept C2908647359 @default.
- W2039405854 hasConcept C33923547 @default.
- W2039405854 hasConcept C41008148 @default.
- W2039405854 hasConcept C81917197 @default.
- W2039405854 hasConcept C84525736 @default.
- W2039405854 hasConcept C89600930 @default.
- W2039405854 hasConceptScore W2039405854C10138342 @default.
- W2039405854 hasConceptScore W2039405854C105795698 @default.
- W2039405854 hasConceptScore W2039405854C119857082 @default.
- W2039405854 hasConceptScore W2039405854C124101348 @default.
- W2039405854 hasConceptScore W2039405854C144024400 @default.
- W2039405854 hasConceptScore W2039405854C144133560 @default.
- W2039405854 hasConceptScore W2039405854C149782125 @default.
- W2039405854 hasConceptScore W2039405854C149923435 @default.
- W2039405854 hasConceptScore W2039405854C151956035 @default.
- W2039405854 hasConceptScore W2039405854C154945302 @default.
- W2039405854 hasConceptScore W2039405854C16023879 @default.
- W2039405854 hasConceptScore W2039405854C162853370 @default.
- W2039405854 hasConceptScore W2039405854C178350159 @default.
- W2039405854 hasConceptScore W2039405854C199004533 @default.
- W2039405854 hasConceptScore W2039405854C2908647359 @default.
- W2039405854 hasConceptScore W2039405854C33923547 @default.
- W2039405854 hasConceptScore W2039405854C41008148 @default.
- W2039405854 hasConceptScore W2039405854C81917197 @default.
- W2039405854 hasConceptScore W2039405854C84525736 @default.
- W2039405854 hasConceptScore W2039405854C89600930 @default.
- W2039405854 hasIssue "3" @default.
- W2039405854 hasLocation W20394058541 @default.
- W2039405854 hasLocation W20394058542 @default.
- W2039405854 hasLocation W20394058543 @default.
- W2039405854 hasOpenAccess W2039405854 @default.
- W2039405854 hasPrimaryLocation W20394058541 @default.
- W2039405854 hasRelatedWork W1470425429 @default.
- W2039405854 hasRelatedWork W1984335916 @default.
- W2039405854 hasRelatedWork W2061669906 @default.
- W2039405854 hasRelatedWork W2356524392 @default.
- W2039405854 hasRelatedWork W2377190778 @default.
- W2039405854 hasRelatedWork W2907685072 @default.
- W2039405854 hasRelatedWork W4239706975 @default.
- W2039405854 hasRelatedWork W4283313480 @default.
- W2039405854 hasRelatedWork W4307248394 @default.
- W2039405854 hasRelatedWork W4318350883 @default.
- W2039405854 hasVolume "39" @default.
- W2039405854 isParatext "false" @default.
- W2039405854 isRetracted "false" @default.
- W2039405854 magId "2039405854" @default.
- W2039405854 workType "article" @default.