Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring

Huei-Wen Teng, Ming-Hsuan Kang, I-Han Lee, Le-Chi Bai

2023International Review of Financial Analysis12 citationsDOI

Topics & Concepts

InterpretabilityCluster analysisComputer scienceMachine learningArtificial intelligenceLogistic regressionClassifier (UML)Credit riskPredictive modellingRegressionEconometricsData miningFinanceStatisticsMathematicsEconomicsImbalanced Data Classification TechniquesFinancial Distress and Bankruptcy Prediction