Credit rating prediction using Ant Colony Optimization

Journal of the Operational Research Society

Volumn 61, Issue 4, 2010, Pages 561-573

  Martens, D ^a,b   Van Gestel, T ^a,c   De Backer, M ^a,b   Haesen, R ^a   Vanthienen, J ^a   Baesens, B ^a,d  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY COLLEGE GHENT   (Belgium)

^c Dexia Group   (Belgium)

^d UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Ant Colony Optimization; Bankruptcy prediction; Basel II; Classification; Credit scoring

Indexed keywords

ANT COLONY OPTIMIZATION; ARTIFICIAL INTELLIGENCE; CLASSIFICATION (OF INFORMATION); ENTERPRISE RESOURCE PLANNING; RISK MANAGEMENT; SUPPORT VECTOR MACHINES;

BANKRUPTCY PREDICTION; BASEL II; CLASSIFICATION TECHNIQUE; CREDIT RATING PREDICTION; CREDIT RISK MANAGEMENT SYSTEM; CREDIT SCORING; PROBABILITY OF DEFAULTS; SMALL AND MEDIUM SIZED ENTERPRISE;

RISK ASSESSMENT;

EID: 77949453078     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2008.164     Document Type: Article

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