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Credit scoring with macroeconomic variables using survival analysis
Bellotti, Tony (contributor); Crook, Jonathan N. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474985
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Credit scoring with macroeconomic variables using survival analysis
Bellotti, T.; Crook, Jonathan N. - In: Journal of the Operational Research Society : OR 60 (2009) 12, pp. 1699-1707
Persistent link: https://www.econbiz.de/10003923236
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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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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