Application of bayesian additive regression trees in the development of credit scoring models in Brazil
Abstract 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 anal...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Associação Brasileira de Engenharia de Produção (ABEPRO)
2018-07-01
|
| Series: | Production |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-65132018000100206&lng=en&tlng=en |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|