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Coherent stress testing : a Bayesian approach to the analysis of financial stress

Rebonato, Riccardo - 2010 - 1. publ.

Persistent link: https://www.econbiz.de/10013490189

Application of genetic programming to finance and operations management

Kleinau, Peer Bruno Paul - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001876095

Determination of weights for an optimal credit rating model based on default and nondefault distance maximization

Chi, Guotai; Yuan, Kunpeng; Zhou, Ying; Gong, Lingling - In: The journal of risk model validation 14 (2020) 4, pp. 65-87

Persistent link: https://www.econbiz.de/10014336043

Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective

Hayashi, Yoichi - In: Operations research perspectives 3 (2016), pp. 32-42

Historically, the assessment of credit risk has proved to be both highly important and extremely difficult. Currently, financial institutions rely on the use of computer-generated credit scores for risk assessment. However, automated risk evaluations are currently imperfect, and the loss of vast...

Persistent link: https://www.econbiz.de/10011822744