Investigation of the Impact of the Time Lag Between Training and Test Data Sets on the Accuracy of Credit Scoring Models

Yanwen Dong, Noriki Ogura. Investigation of the Impact of the Time Lag Between Training and Test Data Sets on the Accuracy of Credit Scoring Models. In Lukas Glomb, editor, Operations Research Proceedings 2024: Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, Ă–GOR, SVOR/ASRO), Munich, Germany, September 3-6, 2024. Lecture Notes in Operations Research, pages 53-59, Springer, 2024. [doi]

Abstract

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