Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
From MaRDI portal
Publication:1578940
DOI10.1023/A:1008699112516zbMath0969.91006OpenAlexW1497131193MaRDI QIDQ1578940
Publication date: 4 October 2001
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008699112516
Related Items (9)
Choosing the best set of variables in regression analysis using integer programming ⋮ Classification of companies using maximal margin ellipsoidal surfaces ⋮ An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market ⋮ Credit scoring based on the set-valued identification method ⋮ A two step algorithm for solving a large scale semi-definite logit model ⋮ Solving a large scale semi-definite logit model ⋮ Multi-step methods for choosing the best set of variables in regression analysis ⋮ Predicting mortgage early delinquency with machine learning methods ⋮ Design of adaptive Elman networks for credit risk assessment
This page was built for publication: Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications