Let's say you have a logistic regression model. Some of the factors are intrinsically categorical but some are continuous variables. Under which circumstances should a continuous variable be binned ...
What are the most effective techniques for reject inference in the context of retail credit scoring. Parcelling is something I use frequently... Any other approaches out there?
Does anyone know of any papers about credit rating development or probability of default estimation done based on financial ratios that also include methodology and maybe good/bad criteria? Something ...
Hello I'm looking for papers, aside from ones that use CDS spreads, about credit rating development or estimating default probability based on financial ratios that also include methodology and maybe ...
For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?
Trying to understand which regression model is more popular in retail credit card industry Logistic regression or GLM with Poisson distribution and why?