A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve.
| Autor: | Kürüm, Efsun1 efsun.kurum@gmail.com, Yildirak, Kasirga kasirga@metu.edu.tr, Weber, Gerhard-Wilhelm gweber@metu.edu.tr |
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| Zdroj: | Central European Journal of Operations Research. Sep2012, Vol. 20 Issue 3, p529-557. 29p. |
| Databáze: | Business Source Ultimate |
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