Difference between revisions of "Probabilistic Graphical Models"

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Latest revision as of 19:06, 4 September 2020

Definition

Credit Scorecards based on Probabilistic Graphical Models are a type of credit scoring model used to support Credit Decisioning in various Consumer Finance and SME Lending businesses.

This entry serves as the Abstract Risk Model specification of a Probabilistic Graphical Model Scorecard

Model Context

Model Classification

Model Description

Response Variable

Explanatory Variables

Model Parameters

Model Estimation

Stylized Model Assumptions