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Regular version of the site

Book chapter

Modification of aggregated randomized indices method for credit scoring

P. 254-259.

In the given paper the aggregated randomized indices method is modified for credit scoring. Coefficients of the modified method can be calibrated on a massive training set in comparison with a standard version. Different credit scoring models are analyzed, i.e. with a binary scale and a continuous one. The Monte Carlo method is applied to measure the efficiency of models.