A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (Q300815)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve |
scientific article; zbMATH DE number 6599311
| 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; zbMATH DE number 6599311 |
Statements
A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve (English)
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
