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