A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (Q300815)
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scientific article; zbMATH DE number 6599311
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| English | A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve |
scientific article; zbMATH DE number 6599311 |
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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0.820365309715271
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0.7735607624053955
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0.7452544569969177
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0.7383660674095154
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0.7326512336730957
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