2 papers
stat.ML2025
An Information-Theoretic Framework for Credit Risk Modeling: Unifying Industry Practice with Statistical Theory for Fair and Interpretable Scorecards
Agus Sudjianto, Denis Burakov
Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, y…
q-fin.GN2025
Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis
Agus Sudjianto, Sandi Setiawan
This study introduces geometric algebra to decompose credit system relationships into their projective (correlation-like) and rotational (feedback-spiral) components. We represent…