Failure discrimination and rating of enterprises by semi-definite programming

DOI10.1023/A:1010013117888zbMath1157.91364OpenAlexW56306680MaRDI QIDQ5901529

Hisanori Kobayashi, Hiroshi Konno

Publication date: 15 April 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010013117888

zbMATH Keywords

linear programmingsemi-definite programmingdata-miningratingfailure discriminant analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Semidefinite programming (90C22) Interior-point methods (90C51)

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