Credit scoring with macroeconomic variables using survival analysis

Business & Economics

• Credit Scoring 80%
• Survival Analysis 78%
• Macroeconomic Variables 61%
• Time-varying Covariates 47%
• Probability of Default 37%
• Inclusion 25%
• Prediction 25%
• Interest Rates 22%
• Logistic Regression 22%
• Survival Model 22%
• Logistic Regression Model 18%
• Credit Cards 16%
• Unemployment 16%
• Debt 14%

Mathematics

• Credit Scoring 100%
• Macroeconomics 84%
• Survival Analysis 70%
• Time-varying Covariates 30%
• Inclusion 16%
• Prediction 16%
• Unemployment 15%
• Test Set 13%
• Interest Rates 13%
• Survival Model 12%
• Large Data Sets 12%
• Logistic Regression Model 12%
• Logistic Regression 11%
• Independent Set 10%
• Model 10%
• Framework 5%

Engineering & Materials Science

• Logistic regression 27%
• Set theory 8%