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

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(6 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10100-011-0224-5 / rank
Normal rank
 
Property / author
 
Property / author: Gerhard-Wilhelm Weber / rank
Normal rank
 
Property / author
 
Property / author: Gerhard-Wilhelm Weber / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10100-011-0224-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2019925018 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4485840 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3225386 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3968042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The elements of statistical learning. Data mining, inference, and prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4521593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A method for the solution of certain non-linear problems in least squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Algorithm for Least-Squares Estimation of Nonlinear Parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3531415 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Primal-dual nonlinear rescaling method for convex optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10100-011-0224-5 / rank
 
Normal rank

Latest revision as of 13:51, 9 December 2024

scientific article
Language Label Description Also known as
English
A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve
scientific article

    Statements

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

    Identifiers