NATE: Non-pArameTric approach for Explainable credit scoring on imbalanced class.
Credit scoring models play a crucial role for financial institutions in evaluating borrower risk and sustaining profitability. Logistic regression is widely used in credit scoring due to its robustness, interpretability, and computational efficiency; however, its predictive power decreases when appl...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2024-01-01
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Series: | PLoS ONE |
Online Access: | https://doi.org/10.1371/journal.pone.0316454 |
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