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:
A is correct.
考点:Quantitative methodologies for credit analysis and scoring
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.
如标题。