Work

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

Year: 2021

Type: article

Source: European Journal of Operational Research

DOI: 10.1016/j.ejor.2021.06.053

Authors: Elena Dumitrescu, Sullivan Hué, Christophe Hurlin, Sessi Tokpavi

Institutions: Centre National de la Recherche Scientifique, Université Paris Nanterre, EconomiX, Université d'Orléans, Laboratoire d’Économie d’Orléans

Language: English

Topic: Financial Distress and Bankruptcy Prediction

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: bronze

Funder: Agence Nationale de la Recherche

Awards: Econometric Methods for the Modelling of Multiple Risks, The Post-Crisis Banking Industry: How will banks respond to tighter regulatory constraints?

OpenAlex ID: W3173725123

FWCI: 98.35

Cites: 70

Cited by: 430

Related to: 10