Credit scoring with macroeconomic variables using survival analysis

Business & Economics

• Credit Scoring 80%
• Survival Analysis 78%
• Macroeconomic Variables 61%
• Probability of Default 50%
• Inclusion 34%
• Time-varying Covariates 31%
• Interest Rates 30%
• Logistic Regression Model 24%
• Credit Cards 22%
• Debt 19%
• Unemployment Rate 19%
• Prediction 17%

Mathematics

• Credit Scoring 100%
• Macroeconomics 84%
• Survival Analysis 70%
• Inclusion 20%
• Unemployment 18%
• Time-varying Covariates 18%
• Test Set 16%
• Interest Rates 15%
• Large Data Sets 15%
• Logistic Regression Model 14%
• Independent Set 12%
• Model 12%
• Prediction 10%
• Framework 7%

Engineering & Materials Science

• Logistic regression 17%
• Set theory 10%