Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
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Publication:1600920
DOI10.1016/S0377-2217(01)00254-5zbMATH Open1131.91353OpenAlexW2127894279MaRDI QIDQ1600920FDOQ1600920
Authors: R. Smith 
Publication date: 16 June 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00254-5
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Statistical methods; risk measures (91G70) Case-oriented studies in operations research (90B90) Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50)
Cites Work
- Assessing a set of additive utility functions for multicriteria decision- making, the UTA method
- Inferrring an ELECTRE TRI model from assignment examples
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- A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
- Building additive utilities for multi-group hierarchical discrimination: the M.H.Dis method*
Cited In (33)
- A new ordinal mixed-data sampling model with an application to corporate credit rating levels
- Firm credit risk evaluation: a series two-stage DEA modeling framework
- On the use of a multi‐criteria hierarchical discrimination approach for country risk assessment
- The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming
- An analytic hierarchy model for classification algorithms selection in credit risk analysis
- Classification of debtor credit status and determination amount of credit risk by using linier discriminant function
- Credit risk management: a multicriteria approach to assess creditworthiness
- A constructivist multiple criteria framework for mortgage risk analysis
- Suppliers' trade credit strategies with transparent credit ratings: null, exclusive, and nonchalant provision
- Behaviour-based short-term invoice probability of default evaluation
- APPLICATION OF ANT COLONY OPTIMIZATION TO CREDIT RISK ASSESSMENT
- Identifying the deteriorated risk of corporation credit level with UTADIS method
- On the Development of an Outranking Relation for Ordinal Classification Problems: An Experimental Investigation of a New Methodology
- Establishing decision tree-based short-term default credit risk assessment models
- The financing of innovative SMEs: a multicriteria credit rating model
- Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance
- Parametric and non-parametric combination model to enhance overall performance on default prediction
- Multi-objective optimization using statistical models
- MURAME parameter setting for creditworthiness evaluation: data-driven optimization
- Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy
- Research on the application of M.H.DIS approach on credit assessment
- An interactive sorting method for additive utility functions
- Developing and testing models for replicating credit ratings: A multicriteria approach
- Fuzzy Multiobjective Evaluation of Investments with Applications
- Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis
- Optimization of nearest neighbor classifiers via metaheuristic algorithms for credit risk assessment
- A multicriteria approach for rating the credit risk of financial institutions
- Model combination for credit risk assessment: a stacked generalization approach
- Logistic regression and multicriteria decision making in credit scoring
- Some properties of the maximum loss on loan portfolios
- Group decision-making using improved multi-criteria decision making methods for credit risk analysis
- A GEOMETRICAL METHOD ON MULTIDIMENSIONAL DYNAMIC CREDIT EVALUATION
- Multi-criteria Classification Methods in Financial and Banking Decisions
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