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Case-Oriented Paper

Towards profitability: a utility approach to the credit scoring problem

Pages 921-931 | Received 01 Mar 2005, Accepted 01 Nov 2006, Published online: 21 Dec 2017

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Read on this site (4)

Jie Sun, Young-Chan Lee, Hui Li & Qing-Hua Huang. (2015) Combining B&B-based hybrid feature selection and the imbalance-oriented multiple-classifier ensemble for imbalanced credit risk assessment. Technological and Economic Development of Economy 21:3, pages 351-378.
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Luis Javier Sánchez Barrios, Galina Andreeva & Jake Ansell. (2014) Monetary and relative scorecards to assess profits in consumer revolving credit. Journal of the Operational Research Society 65:3, pages 443-453.
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R T Stewart. (2011) A profit-based scoring system in consumer credit: making acquisition decisions for credit cards. Journal of the Operational Research Society 62:9, pages 1719-1725.
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R Fildes, K Nikolopoulos, S F Crone & A A Syntetos. (2008) Forecasting and operational research: a review. Journal of the Operational Research Society 59:9, pages 1150-1172.
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Articles from other publishers (14)

George Krivorotov. (2023) Machine learning-based profit modeling for credit card underwriting - implications for credit risk. Journal of Banking & Finance 149, pages 106785.
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Samuel Ribeiro-Navarrete, Juan Piñeiro-Chousa, M. Ángeles López-Cabarcos & Daniel Palacios-Marqués. (2021) Crowdlending: mapping the core literature and research frontiers. Review of Managerial Science 16:8, pages 2381-2411.
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Edwin Baidoo & Ramachandran Natarajan. (2021) Profit-based credit models with lender’s attitude towards risk and loss. Journal of Behavioral and Experimental Finance 32, pages 100578.
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Golnoosh Babaei & Shahrooz Bamdad. (2020) A multi-objective instance-based decision support system for investment recommendation in peer-to-peer lending. Expert Systems with Applications 150, pages 113278.
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Kaveh Bastani, Elham Asgari & Hamed Namavari. (2019) Wide and Deep Learning for Peer-to-Peer Lending. Expert Systems with Applications.
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Ceylan Onay & Elif Öztürk. (2018) A review of credit scoring research in the age of Big Data. Journal of Financial Regulation and Compliance 26:3, pages 382-405.
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J.L. Bazán, F. Torres‐Avilés, A.K. Suzuki & F. Louzada. (2016) Power and reversal power links for binary regressions: An application for motor insurance policyholders. Applied Stochastic Models in Business and Industry 33:1, pages 22-34.
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Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto. (2016) The use of profit scoring as an alternative to credit scoring systems in peer-to-peer (P2P) lending. Decision Support Systems 89, pages 113-122.
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Luis Javier Sanchez-Barrios, Galina Andreeva & Jake Ansell. (2016) “Time-to-profit scorecards for revolving credit”. European Journal of Operational Research 249:2, pages 397-406.
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Jie Sun, Hui Li, Pei-Chann Chang & Qing-Hua Huang. (2015) Dynamic credit scoring using B & B with incremental-SVM-ensemble. Kybernetes 44:4, pages 518-535.
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Mee Chi So, Lyn C. Thomas, Hsin-Vonn Seow & Christophe Mues. (2014) Using a transactor/revolver scorecard to make credit and pricing decisions. Decision Support Systems 59, pages 143-151.
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Steven Finlay. (2010) Credit scoring for profitability objectives. European Journal of Operational Research 202:2, pages 528-537.
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Sven F. Crone. (2009) Mining the past to determine the future: Comments. International Journal of Forecasting 25:3, pages 456-460.
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George Krivorotov. (2020) Machine Learning-Based Profit Modeling for Credit Card Underwriting - Implications for Credit Risk. SSRN Electronic Journal.
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