First semester
Scoring Techniques and Methods
Objectives
The aim of this course is to introduce third-year students to the full range of scoring tools and their application in different business sectors. The course will also focus on the business approach, by applying the various methodologies covered to a real-life example.
Course outline
1. Scoring principles
2. Classical models (discriminant analysis, logistic regression)
3. Other types of model (polytomous regression, lifetime…)
4. Score performance, threshold selection and follow-up
5. Data selection and selection bias
6. Variable processing and selection
Prerequisites
Regression on categorical variables, inferential statistics, non-parametric statistics, life expectancy.