Credit risk prediction with and without weights of evidence using quantitative learning models

AbstractThe credit risk assessment process is necessary for maintaining financial stability, cost and time efficiency, model performance accuracy, comparability analysis and future business implications in the commercial banking sector. By accurately predicting credit risk, highly regulated banks ca...

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Bibliographic Details
Main Authors: Modisane B. Seitshiro, Seshni Govender
Format: Article
Language:English
Published: Taylor & Francis Group 2024-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2024.2338971