Credit scoring analysis using a fuzzy probabilistic rough set model

DOI10.1016/j.csda.2011.06.036zbMath1243.62130MaRDI QIDQ433267

Eva Barbanera, Andrea Capotorti

Publication date: 13 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.06.036

zbMATH Keywords

credit scoring; coherent conditional probability assessments; rough fuzzy multicriteria classification

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

62H86: Multivariate analysis and fuzziness

Related Items

Multicriteria decision systems for financial problems, Decision region distribution preservation reduction in decision-theoretic rough set model, Sparse multi-criteria optimization classifier for credit risk evaluation

Uses Software

• 4eMka2

Cites Work

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