Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk
Por um escritor misterioso
Last updated 02 agosto 2024
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://www.risk.net/sites/risk/files/2023-05/jcr_wosnitza_f04.jpg)
This paper compares four calibration approaches to linear logistic regression in credit risk estimation and proposes two new single-parameter families of
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://onlinelibrary.wiley.com/cms/asset/af098d90-ce49-4f78-ba8e-19fc7e5118be/jofi13090-fig-0003-m.jpg)
Predictably Unequal? The Effects of Machine Learning on Credit
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://onlinelibrary.wiley.com/cms/asset/687b0808-0abc-4fc6-9ef1-273cb6a4517b/jofi13090-fig-0004-m.jpg)
Predictably Unequal? The Effects of Machine Learning on Credit
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://onlinelibrary.wiley.com/cms/asset/d9d34a0a-7e8f-45ea-9901-b85eadb00d7f/jofi13090-fig-0005-m.jpg)
Predictably Unequal? The Effects of Machine Learning on Credit
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://ars.els-cdn.com/content/image/1-s2.0-S0377221716001004-gr4.jpg)
Exposure at default models with and without the credit conversion
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://miro.medium.com/v2/resize:fit:1400/1*woXgGooNpXx74gfhUbcGwg.png)
The instability in logistic regression
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://media.springernature.com/full/springer-static/image/art%3A10.1038%2Fs41551-022-00988-x/MediaObjects/41551_2022_988_Fig1_HTML.png)
Tackling prediction uncertainty in machine learning for healthcare
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://media.springernature.com/lw685/springer-static/image/chp%3A10.1007%2F978-3-031-34869-3_9/MediaObjects/184509_2_En_9_Fig7_HTML.png)
Parametric and Non-Parametric Regression Methods
![Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk](https://www.risk.net/sites/risk/files/2023-05/jcr_anand_f03.jpg)
Sovereign credit risk modeling using machine learning: a novel
How to interpret weights in logistic regression - Quora
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