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YI YU · 2025年06月01日

知识点

NO.PZ2020033003000015

问题如下:

In which of the following method,can score be considered as a probability of default?

选项:

A.

Parametric discrimination.

B.

K-nearest neighbor approach.

C.

Support vector machines.

D.

All of the above.

解释:

考点:Quantitative methodologies for credit analysis and scoring(信用分析与评分的定量方法)

英文解析:In Parametric discrimination, the score function is used to segregate the classes among subgroups, such as logit and probit model, in which the score can be considered as a probability of default.

中文解析:

在参数判别法中,评分函数用于在子群体中对类别进行划分,例如逻辑回归模型和概率单位模型,其中该评分可被视为违约概率。

请问这个知识点是在哪里找到的呀

0 个答案