Using Bayesian networks to perform reject inference

作者：

Highlights：

• Reject inference substantially increases the quality of a credit scorecard.

• Bayesian networks show promise as reject inference method since no functional form assumed.

• Bayesian networks outperform standard reject inference methods.

摘要

•Reject inference substantially increases the quality of a credit scorecard.•Bayesian networks show promise as reject inference method since no functional form assumed.•Bayesian networks outperform standard reject inference methods.

论文关键词：Credit scoring,Reject inference,Bayesian networks,Predictive accuracy

论文评审过程：Received 9 February 2019, Revised 28 June 2019, Accepted 5 July 2019, Available online 6 July 2019, Version of Record 12 July 2019.

论文官网地址：https://doi.org/10.1016/j.eswa.2019.07.011