A Markov Chain approach to determine the Optimal Performance Period and Bad Definition for Credit Scorecard
Performance period determination and bad definition for credit scorecard has been a mix of fortune for the typical data modeler. The lack of literature on these matters led to aproliferation of approaches and techniques to solve the problems. However, the most commonly accepted approach involves sub...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/1449 http://arxiv.org/abs/1106.4513v2 |
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| Institution: | Singapore Management University |
| Language: | English |