[图书][B] Credit scoring and its applications
L Thomas, J Crook, D Edelman - 2017 - SIAM
Credit Scoring and Its Applications, Second Edition : Back Matter Page 1 Bibliography [1]
Acharya, VV, Bharath, ST, and Srinivasan, A. (2007) Does industry-wide distress affect …
Acharya, VV, Bharath, ST, and Srinivasan, A. (2007) Does industry-wide distress affect …
A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods
Credit risk evaluation is always the most important factor in determining Customers' credit
status in financial institutions. Multi-Attribute Decision-Making (MADM) methods have been …
status in financial institutions. Multi-Attribute Decision-Making (MADM) methods have been …
An insight into the experimental design for credit risk and corporate bankruptcy prediction systems
V García, AI Marqués, JS Sánchez - Journal of Intelligent Information …, 2015 - Springer
Over the last years, it has been observed an increasing interest of the finance and business
communities in any application tool related to the prediction of credit and bankruptcy risk …
communities in any application tool related to the prediction of credit and bankruptcy risk …
Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors
With the fast development of financial products and services, bank's credit departments
collected large amounts of data, which risk analysts use to build appropriate credit scoring …
collected large amounts of data, which risk analysts use to build appropriate credit scoring …
Credit risk evaluation: a comprehensive study
To date, there has been relatively little research in the field of credit risk analysis that
compares all of the well known statistical, optimization technique (heuristic methods) and …
compares all of the well known statistical, optimization technique (heuristic methods) and …
A moving-window bayesian network model for assessing systemic risk in financial markets
Systemic risk refers to the uncertainty that arises due to the breakdown of a financial system.
The concept of “too connected to fail” suggests that network connectedness plays an …
The concept of “too connected to fail” suggests that network connectedness plays an …
Supervised classification with Bayesian networks: A review on models and applications
Abstract Bayesian Network classifiers (BNCs) are Bayesian Network (BN) models
specifically tailored for classification tasks. There is a wide range of existing models that vary …
specifically tailored for classification tasks. There is a wide range of existing models that vary …
Classification algorithms in financial application: credit risk analysis on legal entities
This research aims at analyzing bank credit of legal entity (in non-default, default and
temporarily default), for the purpose of assisting the decision made by the analyst of this …
temporarily default), for the purpose of assisting the decision made by the analyst of this …
Corporate credit-risk evaluation system: Integrating explicit and implicit financial performances
F Zhang, PR Tadikamalla, J Shang - International Journal of Production …, 2016 - Elsevier
Traditional credit-risk evaluation methods focus mainly on static credit evaluation and rarely
consider incentive factors. This paper proposes a comprehensive method of credit-risk …
consider incentive factors. This paper proposes a comprehensive method of credit-risk …
Sparse multi-criteria optimization classifier for credit risk evaluation
Over the past few decades, many classifier methods are suggested for credit risk evaluation.
With ever-increasing amounts of data, for multi-criteria optimization classifier (MCOC) and …
With ever-increasing amounts of data, for multi-criteria optimization classifier (MCOC) and …