1 citations · 2 across the 4 of their papers we have counts for
4 papers
Score Engineered Robust Least Squares Regression
Bruce Hoadley
In other FICO Technical Papers, I have shown how to fit Generalized Additive Models (GAM) with shape constraints using quadratic programming applied to B-Spline component functions…
Score Engineered Logistic Regression
Bruce Hoadley
In several FICO studies logistic regression has been shown to be a very competitive technology for developing unrestricted scoring models, especially for performance metrics like R…
Roughness Penalty for liquid Scorecards
Bruce Hoadley
A liquid scorecard has liquid characteristics, for which the characteristic score is a smooth function of the characteristic over a liquid range. The smooth function is based on B-…
A Quadratic Programming Solution to the FICO Credit Scoring Problem
Bruce Hoadley
After decades of experience in developing credit scores, the FICO corporation has formulated the FICO Credit Scoring Problem as follows: Find the Generalized Additive Model (GAM),…