Modeling country risk ratings using partial orders

European Journal of Operational Research

Volumn 175, Issue 2, 2006, Pages 836-859

  Hammer, P L ^a   Kogan, A ^a,b   Lejeune, M A ^c  

^a RUTGERS UNIVERSITY   (United States)

^b RUTGERS UNIVERSITY   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Country risk ratings; Cross validation; Data mining; LAD; Partially ordered set

Indexed keywords

DATA MINING; MATHEMATICAL MODELS; OPERATIONS RESEARCH;

COUNTRY RISK RATINGS; CROSS-VALIDATION; PARTIALLY ORDERED SET;

RISK MANAGEMENT;

EID: 33748422258     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.06.040     Document Type: Article

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