ISSUES USING LOGISTIC REGRESSION WITH CLASS IMBALANCE, WITH A CASE STUDY FROM CREDIT RISK MODELLING

Keyphrases

• Logistic Regression 100%
• Class Imbalance 100%
• Minority Class 100%
• Credit Risk Modeling 100%
• Rare Class 66%
• Mean Vector 66%
• Performance Prediction 33%
• Two-class Classification 33%
• Classification Problem 33%
• Mortgage 33%
• Majority Class 33%
• Delabeling 33%
• Class Imbalance Problem 33%
• Fraud Detection 33%
• Weighted Likelihood 33%
• Default Detection 33%
• Context-related 33%
• Penalized Likelihood 33%
• Coefficient Estimates 33%

Computer Science

• Case Study 100%
• Logistic Regression 100%
• Class Imbalance 100%
• Minority Class 100%
• Classification Problem 33%
• Class Classification 33%
• Class Imbalance Problem 33%
• Majority Class 33%
• Predictive Performance 33%
• Fraud Detection 33%

Mathematics

• Credit Risk 100%
• Logistic Regression 100%
• Classification Problem 33%
• Majority Class 33%
• Predictive Performance 33%
• Fraud Detection 33%
• Underlying Structure 33%