Credit scoring: Does XGboost outperform logistic regression?A test on Italian SMEs

Stefano Zedda

Research in International Business and Finance, 2024, vol. 70, issue PB

Abstract: The old-fashioned logistic regression is still the most used method for credit scoring. Recent developments have evolved new instruments coming from the machine learning approach, including random forests.

Keywords: Credit scoring; Logistic regression; XGBoost; Bank lending; SMEs (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001909

DOI: 10.1016/j.ribaf.2024.102397

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