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cdfq384903 / MonotonicOptimalBinning

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This project mainly implements the Monotonic Optimal Binning(MOB) algorithm in SAS 9.4. We extend the application of this algorithm which can be applied to numerical and categorical data. In order to avoid the problem of creating too many bins, we optimize the p-value iteratively and provide bins size first binning, monotonicity first binning, a…

sas monotone mob credit risk-management creditrisk data-discretization creditrisk-analysis monotonic-optimal-binning
  • Updated Jul 5, 2023
  • SAS

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