Credit scoring analysis using a fuzzy probabilistic rough set model
DOI10.1016/J.CSDA.2011.06.036zbMATH Open1243.62130OpenAlexW2012672080MaRDI QIDQ433267FDOQ433267
Authors: Andrea Capotorti, Eva Barbanera 
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
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Multivariate analysis and fuzziness (62H86)
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Cited In (7)
- Fuzzy Models in Credit Risk Analysis
- Inferring descriptive and approximate fuzzy rules for credit scoring using evolutionary algorithms
- Multicriteria decision systems for financial problems
- A study on the quality of credit granting in leasing: Fuzzy set theory approach
- Decision region distribution preservation reduction in decision-theoretic rough set model
- An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
- Sparse multi-criteria optimization classifier for credit risk evaluation
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