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

@@ Property / DOI @@
-.1007/s10100-011-0224-5
@@ Property / DOI: 10.1007/s10100-011-0224-5 / rank @@
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-Gerhard-Wilhelm Weber
@@ Property / author: Gerhard-Wilhelm Weber / rank @@
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+Gerhard-Wilhelm Weber
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@@ Property / zbMATH Keywords @@
+risk management
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@@ Property / zbMATH Keywords @@
+regression
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+The elements of statistical learning. Data mining, inference, and prediction
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+Q4521593
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+A method for the solution of certain non-linear problems in least squares
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+An Algorithm for Least-Squares Estimation of Nonlinear Parameters
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+Primal-dual nonlinear rescaling method for convex optimization
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+New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology
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+.1007/S10100-011-0224-5
@@ Property / DOI: 10.1007/S10100-011-0224-5 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:300815