Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
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Publication:6067195
DOI10.1007/s10287-023-00450-6OpenAlexW4361199608MaRDI QIDQ6067195
Rei Yamamoto, Katsuhiro Tanaka
Publication date: 14 December 2023
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-023-00450-6
heuristicsvariable selectionmixed-integer semidefinite programmingbuffered area under the curveellipsoidal classifier
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