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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Bibliographic Details
Main Authors: Seongil Han, Haemin Jung
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2024-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0316454
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