Profit- and risk-driven credit scoring under parameter uncertainty: A multiobjective approach
Author:
Publisher
Elsevier BV
Subject
Information Systems and Management,Management Science and Operations Research,Strategy and Management
Reference62 articles.
1. Parkinson P. Supervisory guidance on model risk management. Tech. rep., 2011, p. 1–21, Federal Reserve, 2011. DocumentSR11-7.
2. Financial distress prediction using integrated Z-score and multilayer perceptron neural networks;Wu;Decis Support Syst,2022
3. The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing;Stein;J Bank Financ,2005
4. Measuring classifier performance: A coherent alternative to the area under the ROC curve;Hand;Mach Learn,2009
5. New insights into churn prediction in the telecommunication sector: A profit driven data mining approach;Verbeke;European J Oper Res,2012
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Interplay between the agriculture firm’s guarantee strategy and the e-commerce platform’s loan strategy with risk averse farmers;Omega;2024-09
2. The Probability of Hospital Bankruptcy: A Stochastic Approach;International Journal of Financial Studies;2024-08-23
3. A novel robust method for estimating the covariance matrix of financial returns with applications to risk management;Financial Innovation;2024-08-02
4. Forecasting relative returns for S&P 500 stocks using machine learning;Financial Innovation;2024-04-20
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3