Robust Cross-Validation of Predictive Models Used in Credit Default Risk
Model validation is a challenging Machine Learning task, usually more difficult for consumer credit default models because of the availability of small datasets, the modeling of low-frequency events (imbalanced data), and the bias in the explanatory variables induced by the train/test sets split of...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/15/10/5495 |
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