Comprehensive credit scoring datasets for robust testing: Out-of-sample, out-of-time, and out-of-universe evaluation
This data article curates datasets from Freddie Mac's Single-Family Loan-Level Dataset (SFLLD) quarterly snapshots. The SFLLD tracks loan originations in the USA along with the ensuing repayment trends. This live dataset undergoes quarterly updates. The current work is based on over 50 million...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-06-01
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| Series: | Data in Brief |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352340924002312 |