{"title":"Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method","authors":"Zheqi Wang, Jonathan Crook, Galina Andreeva","doi":"10.1080/01605682.2024.2339510","DOIUrl":null,"url":null,"abstract":"A new Bayesian informative prior specification method (BAF method – Bayesian priors using ARIMA forecasts) is proposed to introduce additional information into credit risk modelling and improve mod...","PeriodicalId":17308,"journal":{"name":"Journal of the Operational Research Society","volume":"69 5 1","pages":""},"PeriodicalIF":2.7000,"publicationDate":"2024-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Operational Research Society","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1080/01605682.2024.2339510","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MANAGEMENT","Score":null,"Total":0}
引用次数: 0
Abstract
A new Bayesian informative prior specification method (BAF method – Bayesian priors using ARIMA forecasts) is proposed to introduce additional information into credit risk modelling and improve mod...
期刊介绍：
JORS is an official journal of the Operational Research Society and publishes original research papers which cover the theory, practice, history or methodology of OR.
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