Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk

This paper compares four calibration approaches to linear logistic regression in credit risk estimation and proposes two new single-parameter families of

Calibration alternatives to logistic regression and their

Logistic regression risk prediction model - poor calibration but

Sovereign credit risk modeling using machine learning: a novel

Journal of Credit Risk - a journal

Choosing the Correct Type of Regression Analysis - Statistics By Jim

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Predictably Unequal? The Effects of Machine Learning on Credit

Backtesting of a probability of default model in the point-in-time

Validation and updating of risk models based on multinomial

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Calibration alternatives to logistic regression and their

PDF) The art of probability-of-default curve calibration

Cost of Explainability in AI: An Example with Credit Scoring

Calibration alternatives to logistic regression and their

Methods for Evaluation of medical prediction Models, Tests And