Hi Andre,

Thanks a lot for your sharing, it's a very useful guide !

I have several questions.
1) Why do you use forward selection method for variable selection, is it better than stepwise selection in your experience?
2) The IV of age is greater than 0.7, in the book of Siddiqi, Naeem. Credit Risk Scorecards, said :"Characteristics with IV greater than 0.5 should be checked for overpredicting" , is there a potential
issue for over fitting?
3) It seems that SAS credit scoring use Fuzzy as default method for reject inference, could you have a brief introduce for it in Python, may be in another technical blog :)

Thanks,
Jidong