A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (Q300815): Difference between revisions

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Property / DOI: 10.1007/s10100-011-0224-5 / rank
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Property / author: Gerhard-Wilhelm Weber / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10100-011-0224-5 / rank
 
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Property / OpenAlex ID: W2019925018 / rank
 
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Property / DOI: 10.1007/S10100-011-0224-5 / rank
 
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Latest revision as of 13:51, 9 December 2024

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A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve
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    A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (English)
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    29 June 2016
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    finance
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    risk management
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    regression
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    nonlinear programming
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    penalty methods
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