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

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Revision as of 05:40, 12 July 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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