Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195)

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scientific article; zbMATH DE number 7778021
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Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
scientific article; zbMATH DE number 7778021

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    Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (English)
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    14 December 2023
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    heuristics
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    buffered area under the curve
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    mixed-integer semidefinite programming
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    ellipsoidal classifier
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    variable selection
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