MURAME parameter setting for creditworthiness evaluation: data-driven optimization
DOI10.1007/s10203-021-00322-1zbMath1470.91303OpenAlexW3157988629MaRDI QIDQ2044824
Stefania Funari, Marco Corazza, Giovanni Fasano, Riccardo Gusso
Publication date: 10 August 2021
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-021-00322-1
particle swarm optimization (PSO)multi-criteria decision analysis (MCDA)preference disaggregationcreditworthiness evaluationmulticriteria ranking method (MURAME)small and medium-sized enterprises (SMEs)
Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59) Credit risk (91G40)
Uses Software
Cites Work
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