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~isPartOf:"European journal of operational research : EJOR"
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Filtering for risk assessment of interbank network
Simaan, Majeed
;
Gupta, Aparna
;
Kar, Koushik
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
Saved in:
2
Robust and sparse banking network estimation
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
Saved in:
3
Do banks change their liquidity ratios based on network characteristics?
Ardekani, Aref Mahdavi
;
Distinguin, Isabelle
;
Tarazi, Amine
- In:
European journal of operational research : EJOR
285
(
2020
)
2
,
pp. 789-803
Persistent link: https://www.econbiz.de/10012239671
Saved in:
4
Development and application of consumer credit scoring models using profit-based classification measures
Verbraken, Thomas
;
Bravo, Cristián
;
Weber, Richard
; …
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 505-513
Persistent link: https://www.econbiz.de/10010400198
Saved in:
5
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Mazzarisi, P.
;
Barucca, P.
;
Lillo, F.
;
Tantari, Daniele
- In:
European journal of operational research : EJOR
281
(
2020
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012153435
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6
The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong
;
Li, Aimin
;
Bellotti, Anthony
;
Yao, Xiao
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
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7
Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Maillet, …
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
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8
Mixture cure models in credit scoring : if and when borrowers default
Tong, Edward N. C.
;
Mues, Christophe
;
Thomas, Lyn C.
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 132-139
Persistent link: https://www.econbiz.de/10009501056
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9
Identifying future defaulters : a hierarchical Bayesian method
Liu, Fan
;
Hua, Zhongsheng
;
Lim, Andrew
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 202-211
Persistent link: https://www.econbiz.de/10010486875
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10
Support vector regression for loss given default modelling
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
240
(
2015
)
2
,
pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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