Blar i forfatter Doktorgradsavhandlinger (NT-fak) "Andrade Mancisidor, Rogelio"
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Deep Generative Models in Credit Scoring
Andrade Mancisidor, Rogelio (Doctoral thesis; Doktorgradsavhandling, 2021-02-05)Banks need to develop effective credit scoring models to better understand the relationship between customer information and the customer's ability to repay the loan. The output of such a model is called the default probability and is used to rank loan applications in terms of their creditworthiness. The focus of this thesis is to develop novel credit scoring methodologies that solve well-known ...