Showing 1 - 7 of 7
The classification of a set of alternatives into predefined homogenous groups is a problem with major practical … classification problem, originating from several scientific fields. Among these approaches, multicriteria decision aid (MCDA) has … higher efficiency in terms of classification accuracy, as opposed to traditional statistical classification procedures. For …
Persistent link: https://www.econbiz.de/10005000563
replicate the credit ratings issued by a rating agency. The analysis is based on a multicriteria classification method used in … models and a comparison is performed with other parametric and non-parametric classification methods. The results indicate …
Persistent link: https://www.econbiz.de/10005674208
Persistent link: https://www.econbiz.de/10001780155
Persistent link: https://www.econbiz.de/10008935052
Persistent link: https://www.econbiz.de/10004766198
Credit risk rating is a very important issue for both banks and companies, especially in periods of economic recession. There are many different approaches and methods which have been developed over the years. The aim of this paper is to create a credit risk rating model combining the...
Persistent link: https://www.econbiz.de/10013099959
Persistent link: https://www.econbiz.de/10014284298