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Application of bayesian additive regression trees in the development of credit scoring models in Brazil
Paper aims This paper presents a comparison of the performances of the Bayesian additive regression trees (BART), Random Forest (RF) and the logistic regression model (LRM) for the development of credit scoring models. Originality It is not usual the use of BART methodology for the analysis of cre...
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| Publicado no: | Production |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Associação Brasileira de Engenharia de Produção
2018
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=396754754010 https://www.redalyc.org/journal/3967/396754754010/ https://www.redalyc.org/journal/3967/396754754010/html/ https://www.redalyc.org/journal/3967/396754754010/396754754010.epub https://www.redalyc.org/journal/3967/396754754010/movil |
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