A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (Q300815)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve
scientific article

    Statements

    A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (English)
    0 references
    0 references
    0 references
    0 references
    29 June 2016
    0 references
    finance
    0 references
    risk management
    0 references
    regression
    0 references
    nonlinear programming
    0 references
    penalty methods
    0 references

    Identifiers