A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (Q300815): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6599311 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
finance | |||
| Property / zbMATH Keywords: finance / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
risk management | |||
| Property / zbMATH Keywords: risk management / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
regression | |||
| Property / zbMATH Keywords: regression / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
nonlinear programming | |||
| Property / zbMATH Keywords: nonlinear programming / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
penalty methods | |||
| Property / zbMATH Keywords: penalty methods / rank | |||
Normal rank | |||
Revision as of 21:52, 27 June 2023
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
29 June 2016
0 references
finance
0 references
risk management
0 references
regression
0 references
nonlinear programming
0 references
penalty methods
0 references
