A new dynamic modeling framework for credit risk assessment
作者：
Highlights：
• New approach to deal with changing environment in credit scoring modeling.
• Forecasting accuracy may significantly change on the presence of drifts in the context.
• New incoming data improve the knowledge about the new context.
• In stable conditions, old information may remain meaningful for predicting default.
摘要
•New approach to deal with changing environment in credit scoring modeling.•Forecasting accuracy may significantly change on the presence of drifts in the context.•New incoming data improve the knowledge about the new context.•In stable conditions, old information may remain meaningful for predicting default.
论文关键词：Credit risk modeling,Credit scoring,Dynamic modeling,Temporal degradation,Default concept drift,Memory
论文评审过程：Received 18 March 2015, Revised 22 July 2015, Accepted 29 September 2015, Available online 16 October 2015, Version of Record 10 November 2015.
论文官网地址：https://doi.org/10.1016/j.eswa.2015.09.055
