Folks who’ve built Credit Risk Scoring Models! Please share your tips and hacks

Hello there! The past few months I’ve been building Credit Risk Models, aimed at scoring borrowers. It’s been quiet the ride. I’ve primarily only used Logistic regression with a variety of feature selection algorithms and data prep algorithms.

Feature selection algorithms range from p-tests and f-tests to RFE and WoE/IV based binning. I have not been able to find any other literature around Model building and seem stuck within these methods confined to just fine tuning parameters and of course …

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