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Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds

Elena Ivona Dumitrescu, Sullivan Hue (), Christophe Hurlin () and Sessi Tokpavi ()

No 2839, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

Keywords: Risk management; Credit scoring; Credit scoring; Machine learning; Interpretability (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-big, nep-cmp and nep-rmg
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Working Paper: Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds (2021) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:leo:wpaper:2839

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