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How to Study the Monotonicity and Stability of Variables in a Scoring Model using Python
Data ScienceHow can you validate that your variables tell a consistent risk?
10 min read -
More variables don’t make a better scoring model. Stable variables do. Here’s how to find them.
7 min read -
A Practical Guide to Measuring Relationships between Variables for Feature Selection in a Credit Scoring.
24 min read -
Handling outliers and missing values in borrower data using Python.
18 min read -
Understanding default risk through statistical analysis of borrower and loan characteristics.
16 min read -
Dataset construction for Internal Ratings-Based (IRB) Probability of Default (PD) models
9 min read -
What if the FFT functions in NumPy and SciPy don’t actually compute the Fourier transform…
19 min read -
Why the original MissForest algorithm cannot be directly applied for predictive modeling, and how MissForestPredict…
23 min read -
Comparing Variable Distributions Between Two Datasets Using Population Stability Index (PSI) and Cramér’s V.
22 min read -
Dimensionality reduction in linear regression: classical stepwise methods and a Python application on real-world data
21 min read
