This study proposes a novel three-stage reject inference learning framework using unsupervised transfer learning and three-way decision theory that integrates: ...
A global credit-scoring model framework that combines multiple feature selection methods and classifiers to better evaluate the model after adding rejected ...
Jul 15, 2020 · This method was found to both perform well for reject inference and handle negative transfer learning problems. The numerical results were ...
People also ask
What is reject inference in credit scoring?
The reject inference method allows you to infer whether a borrower would likely be "good" or "bad" enabling you to incorporate the rejected application data into the data set that you use to build a credit scorecard.
What is the reject inference parceling method?
Parceling: The parceling method resembles the hard cut-off method. However, rather than classifying all rejects above a certain threshold as default, this method classifies the repayment status in proportion to the expected “bad” rate (default frequency) at that score.
What is the regression for credit scoring?
Logistic regression links the score and probability of default (PD) through the logistic regression function, and is the default fitting and scoring model when you work with creditscorecard objects.
How is machine learning used for credit scoring?
In contrast, machine learning credit scoring systems use traditional data (like aggregated credit scores) and alternative data (e.g., rental payments, mobile data, etc.) to identify borrower behavior patterns. Machine learning uses these learned patterns to predict the likelihood of different credit risks.
This study proposes a novel three-stage reject inference learning framework using unsupervised transfer learning and three-way decisi... Cite.
Jul 22, 2020 · This study proposes a novel three-stage reject inference learning framework using unsupervised transfer ...
This paper proposed a new reject inference method based on a three-way decision and a safe semi-supervised support vector machine (S4VM) model. In credit ...
Aug 1, 2022 · This paper proposed a new reject inference method based on a three-way decision and a safe semi-supervised support vector machine (S4VM) model.
Three-stage reject inference learning framework for credit scoring using unsupervised transfer learning and three-way decision theory · Feng ShenXingchao Zhao ...
scholarly journals Three-stage reject inference learning framework for credit scoring using unsupervised transfer learning and three-way decision theory.
Aug 23, 2022 · Kou, “Three-stage reject inference learning framework for credit scoring using unsupervised transfer learning and three-way decision theory ...