Probabilistic Graphical Models

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Contents

1 Definition
2 Model Context
3 Model Classification
4 Model Description
5 Stylized Model Assumptions

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

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