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~isPartOf:"European journal of operational research : EJOR"
~subject:"Basel Accord"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Credit rating
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European journal of operational research : EJOR
Journal of banking & finance
29
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
12
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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The journal of credit risk : published quarterly by Incisive Media
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A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
2
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
3
A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh
;
Mues, Christophe
;
Bravo, Cristián
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 306-320
Persistent link: https://www.econbiz.de/10014283041
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