A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve
Efsun Kürüm; Kasirga Yildirak; Gerhard-Wilhelm Weber
Year of publication: |
2012
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Authors: | Kürüm, Efsun ; Yildirak, Kasirga ; Weber, Gerhard-Wilhelm |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 11788756. - Vol. 20.2012, 3, p. 529-557
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