SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
Owais
Topic Author
Posts: 220
Joined: April 22nd, 2008, 10:58 am

Scores

April 2nd, 2009, 7:14 am

How credit scores are calculated i read out its basic stuff still havent seen any mathematical formula etc????
 
User avatar
ntruwant
Posts: 121
Joined: August 3rd, 2004, 9:50 am

Scores

April 2nd, 2009, 10:18 am

with data mining techniques: logistic regression, neural networks, trees, ...
 
User avatar
quantmeh
Posts: 5974
Joined: April 6th, 2007, 1:39 pm

Scores

April 2nd, 2009, 10:29 am

get a lot of data, throw in a bunch of explanatory variables, run stepwise logistic regression, keep the significant variables
 
User avatar
Anthis
Posts: 4313
Joined: October 22nd, 2001, 10:06 am

Scores

April 3rd, 2009, 10:04 pm

QuoteOriginally posted by: OwaisHow credit scores are calculated i read out its basic stuff still havent seen any mathematical formula etc????Formulas are well kept secrets
ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On