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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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