Inferring the outcomes of rejected loans: an application of semisupervised clustering

Li, ZY; Hu, XY; Li, K; Zhou, FY; Shen, F

Li, ZY (reprint author), Southwestern Univ Finance & Econ, Sch Stat, Ctr Stat Res, 555 Liutai Ave, Chengdu 611130, Sichuan, Peoples R China.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 2020; 183 (2): 631

Abstract

Rejection inference aims to reduce sample bias and to improve model performance in credit scoring. We propose a semisupervised clustering approach as ......

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