Credit Risk Prediction Using Calibration Method: An Application In Financial Scorecard

Machine Learning models have been extensively researched in the area of credit scoring. Banks have put in substantial resources into improving the credit risk model performance as improvement in accuracy by a fraction could translate into significant future savings. Given the lack of interpretabilit...

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Bibliographic Details
Main Author: Lee, Choon Yi
Format: Final Year Project / Dissertation / Thesis
Published: 2022
Subjects:
Online Access:http://eprints.utar.edu.my/4592/
http://eprints.utar.edu.my/4592/1/Lee_Choon_Yi.pdf