Optimization Heuristics for Determining Internal Rating Grading Scales
Year of publication: |
2008-09
|
---|---|
Authors: | Lyra, Marianna ; Paha, Johannes ; Paterlini, Sandra ; Winker, Peter |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | credit risk | probability of default | clustering | Threshold Accepting | Differential Evolution |
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