Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring
Published Online:8 Apr 2026https://doi.org/10.1287/mnsc.2023.02025
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The replication files for this article are available HERE.
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- Received:July 24, 2023
- Accepted:October 07, 2025
- Published Online:April 08, 2026
Copyright © 2026, INFORMS
Cite as
Sullivan Hué, Christophe Hurlin, Christophe Pérignon, Sébastien Saurin (2026) Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring. Management Science 0(0).
https://doi.org/10.1287/mnsc.2023.02025
Keywords
The authors thank Bart Baesens, Raffaella Calabrese, Colin Cameron, Jean-Edouard Colliard, Peter Ebbes, Xavier D’Haultfoeuille, Serge Darolles, Jean-François Dupuy, Emmanuel Flachaire, Thierry Foucault, Kay Giesecke (department editor), Julien Grand-Clément, Emmanuel Kemel, Sébastien Laurent, Pascal Lavergne, Jean-Michel Poggi, Gilbert Saporta, Olivier Scaillet, four anonymous referees/associate editor, participants at the 2022 Colloque International en Statistique & Econométrie (CISEM) workshop, 2022 Quantitative Finance and Financial Econometrics, 2022 Financial Econometrics Day (University Paris Nanterre), 2023 Risk Forum, 2023 Asian Meeting of the Econometric Society, 2023 Econometric Society Australia Meeting, 2024 Econometric Society European Meeting, 2025 Banque de France AI Methods Conference, and workshop and seminar participants at Aix-Marseille School of Economics, Amundi, AXA Investment Managers, COFACE, and University of Orléans for comments.
