-
3
-
-
39449088781
-
Comprehensive vs. comprehensible classifiers in Logical Analysis of Data
-
G. Alexe, S. Alexe, A. Kogan, and P.L. Hammer Comprehensive vs. comprehensible classifiers in Logical Analysis of Data Discrete Applied Mathematics 156 2008 870 882
-
(2008)
Discrete Applied Mathematics
, vol.156
, pp. 870-882
-
-
Alexe, G.1
Alexe, S.2
Kogan, A.3
Hammer, P.L.4
-
4
-
-
33644957099
-
Accelerated algorithm for pattern detection in Logical Analysis of Data
-
S. Alexe, and P.L. Hammer Accelerated algorithm for pattern detection in Logical Analysis of Data Discrete Applied Mathematics 154 2006 1050 1063
-
(2006)
Discrete Applied Mathematics
, vol.154
, pp. 1050-1063
-
-
Alexe, S.1
Hammer, P.L.2
-
5
-
-
0000492326
-
Learning from noisy examples
-
D. Angluin, and P. Laird Learning from noisy examples Machine Learning 2 1988 343 370
-
(1988)
Machine Learning
, vol.2
, pp. 343-370
-
-
Angluin, D.1
Laird, P.2
-
6
-
-
38749147317
-
Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using Bank-Level Data
-
M. Arena Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using Bank-Level Data Journal of Banking & Finance 32 2008 299 310
-
(2008)
Journal of Banking & Finance
, vol.32
, pp. 299-310
-
-
Arena, M.1
-
7
-
-
70350482156
-
-
Barnhill, T.M.; Jr.; Souto, M.R. Systemic Bank Risk in Brazil: An Assessment of Correlated Market, Credit, Sovereign, and Inter-Bank Risk in an Environment with Stochastic Volatilities and Correlations, 2008: http://ideas.repec.org/p/zbw/bubdp2/7323.html.
-
(2008)
Systemic Bank Risk in Brazil: An Assessment of Correlated Market, Credit, Sovereign, and Inter-Bank Risk in An Environment with Stochastic Volatilities and Correlations
-
-
Barnhill Jr., T.M.1
Souto, M.R.2
-
8
-
-
0003635296
-
-
Basel Committee on Banking Supervision
-
Basel Committee on Banking Supervision. The Internal Ratings Based Approach, 2001.
-
(2001)
The Internal Ratings Based Approach
-
-
-
11
-
-
78650700826
-
Are rating agencies' assignments opaque? Evidence from international banks
-
T. Bellotti, R. Matousek, and C. Stewart Are rating agencies' assignments opaque? Evidence from international banks Expert Systems with Applications 38 2011 4206 4214
-
(2011)
Expert Systems with Applications
, vol.38
, pp. 4206-4214
-
-
Bellotti, T.1
Matousek, R.2
Stewart, C.3
-
12
-
-
84858338807
-
Credit risk management sunk by crisis?
-
L. Bielski Credit risk management sunk by crisis? ABA Banking Journal Dec 2008 31 34
-
(2008)
ABA Banking Journal
, pp. 31-34
-
-
Bielski, L.1
-
14
-
-
0033722102
-
An implementation of Logical Analysis of Data
-
E. Boros, P.L. Hammer, T. Ibaraki, A. Kogan, E. Mayoraz, and I. Muchnik An implementation of Logical Analysis of Data IEEE Transactions on Knowledge and Data Engineering 12 2000 292 306
-
(2000)
IEEE Transactions on Knowledge and Data Engineering
, vol.12
, pp. 292-306
-
-
Boros, E.1
Hammer, P.L.2
Ibaraki, T.3
Kogan, A.4
Mayoraz, E.5
Muchnik, I.6
-
15
-
-
13544271697
-
Prediction of commercial bank failure via Multivariate Statistical Analysis of financial structures: The Turkish case
-
S. Canbas, A. Cabuk, and S.B. Kilic Prediction of commercial bank failure via Multivariate Statistical Analysis of financial structures: The Turkish case European Journal of Operational Research 166 2005 528 546
-
(2005)
European Journal of Operational Research
, vol.166
, pp. 528-546
-
-
Canbas, S.1
Cabuk, A.2
Kilic, S.B.3
-
16
-
-
0039551261
-
An introduction to the structure of large scale nonlinear optimization problems the LANCELOT project
-
R. Glowinski, A. Lichnewsky, SIAM Philadelphia, PA
-
A. Conn, N. Gould, and P. Toint An introduction to the structure of large scale nonlinear optimization problems the LANCELOT project R. Glowinski, A. Lichnewsky, Computing methods in applied sciences and engineering 1990 SIAM Philadelphia, PA 42 54
-
(1990)
Computing Methods in Applied Sciences and Engineering
, pp. 42-54
-
-
Conn, A.1
Gould, N.2
Toint, P.3
-
17
-
-
0001168506
-
Cause-effect relationships and partially defined Boolean functions
-
Y. Crama, P.L. Hammer, and T. Ibaraki Cause-effect relationships and partially defined Boolean functions Annals of Operations Research 16 1988 299 326
-
(1988)
Annals of Operations Research
, vol.16
, pp. 299-326
-
-
Crama, Y.1
Hammer, P.L.2
Ibaraki, T.3
-
20
-
-
0000855981
-
The procyclical role of rating agencies: Evidence from the East Asian crisis
-
G. Ferri, L.-G. Liu, and J. Stiglitz The procyclical role of rating agencies: Evidence from the East Asian crisis Economic Notes 3 1999 335 355
-
(1999)
Economic Notes
, vol.3
, pp. 335-355
-
-
Ferri, G.1
Liu, L.-G.2
Stiglitz, J.3
-
24
-
-
34447093638
-
Modelling of insurers' rating determinants. An application of machine learning techniques and statistical models
-
R. Florez-Lopez Modelling of insurers' rating determinants. An application of machine learning techniques and statistical models European Journal of Operational Research 183 2007 1488 1512
-
(2007)
European Journal of Operational Research
, vol.183
, pp. 1488-1512
-
-
Florez-Lopez, R.1
-
25
-
-
2442696911
-
Credit risk assessment using statistical and machine learning/basic methodology and risk modeling applications
-
J. Galindo, and P. Tamayo Credit risk assessment using statistical and machine learning/basic methodology and risk modeling applications Computational Economics 15 2000 107 143
-
(2000)
Computational Economics
, vol.15
, pp. 107-143
-
-
Galindo, J.1
Tamayo, P.2
-
26
-
-
10244229052
-
The role of non-financial factors in internal credit ratings
-
J. Grunert, L. Norden, and M. Weber The role of non-financial factors in internal credit ratings Journal of Banking & Finance 29 2005 509 531
-
(2005)
Journal of Banking & Finance
, vol.29
, pp. 509-531
-
-
Grunert, J.1
Norden, L.2
Weber, M.3
-
27
-
-
76749092270
-
The WEKA Data Mining Software: An update
-
M. Hall, E. Frank, G. Holmes, B. Pfahringer, P. Reutemann, and I.W. Witten The WEKA Data Mining Software: An update SIGKDD Explorations 11 2009 10 18
-
(2009)
SIGKDD Explorations
, vol.11
, pp. 10-18
-
-
Hall, M.1
Frank, E.2
Holmes, G.3
Pfahringer, B.4
Reutemann, P.5
Witten, I.W.6
-
29
-
-
33748186432
-
Logical Analysis of Data: From combinatorial optimization to medical applications
-
P.L. Hammer, and T.O. Bonates Logical Analysis of Data: From combinatorial optimization to medical applications Annals of Operations Research 148 2006 203 225
-
(2006)
Annals of Operations Research
, vol.148
, pp. 203-225
-
-
Hammer, P.L.1
Bonates, T.O.2
-
31
-
-
79960836448
-
Reverse engineering country risk ratings: Statistical and combinatorial non-recursive models
-
P.L. Hammer, A. Kogan, and M.A. Lejeune Reverse engineering country risk ratings: Statistical and combinatorial non-recursive models Annals of Operations Research 188 2011 185 213
-
(2011)
Annals of Operations Research
, vol.188
, pp. 185-213
-
-
Hammer, P.L.1
Kogan, A.2
Lejeune, M.A.3
-
33
-
-
79952442610
-
Using Gaussian process Kernel classifiers for credit rating forecasting
-
S.-H. Huang Using Gaussian process Kernel classifiers for credit rating forecasting Expert Systems with Applications 38 2011 8607 8611
-
(2011)
Expert Systems with Applications
, vol.38
, pp. 8607-8611
-
-
Huang, S.-H.1
-
34
-
-
2442665617
-
Credit rating analysis with support vector machines and neural networks: A market comparative study
-
Z. Huang, H. Chen, C.-J. Hsu, W.-H. Chen, and S. Wu Credit rating analysis with support vector machines and neural networks: A market comparative study Decision Support Systems 37 2004 543 558
-
(2004)
Decision Support Systems
, vol.37
, pp. 543-558
-
-
Huang, Z.1
Chen, H.2
Hsu, C.-J.3
Chen, W.-H.4
Wu, S.5
-
39
-
-
34347359799
-
Slippery slopes of stress: Ordered failure events in German banking
-
T. Kick, and M. Koetter Slippery slopes of stress: Ordered failure events in German banking Journal of Financial Stability 3 2007 132 148
-
(2007)
Journal of Financial Stability
, vol.3
, pp. 132-148
-
-
Kick, T.1
Koetter, M.2
-
41
-
-
33845665258
-
Application of support vector machines to corporate credit rating prediction
-
Y.C. Lee Application of support vector machines to corporate credit rating prediction Expert Systems with Applications 33 2007 67 74
-
(2007)
Expert Systems with Applications
, vol.33
, pp. 67-74
-
-
Lee, Y.C.1
-
42
-
-
84936853890
-
A test of missing completely at random for multivariate data with missing values
-
R.J.A. Little A test of missing completely at random for multivariate data with missing values Journal of the American Statistical Association 83 1988 1198 1202
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 1198-1202
-
-
Little, R.J.A.1
-
44
-
-
0039488602
-
Rating banks: Risk and uncertainty in an opaque industry
-
D.P. Morgan Rating banks: Risk and uncertainty in an opaque industry The American Economic Review 92 2002 874 888
-
(2002)
The American Economic Review
, vol.92
, pp. 874-888
-
-
Morgan, D.P.1
-
47
-
-
84858339177
-
The Move from Basel II Compliance to Continuous Improvement
-
Validating Internal Rating Systems January
-
Ozdemir, B. Validating Internal Rating Systems. The Move from Basel II Compliance to Continuous Improvement. The RMA Journal. January 2009, pp. 48-52.
-
(2009)
The RMA Journal
, pp. 48-52
-
-
Ozdemir, B.1
-
48
-
-
38649085309
-
A multi-criteria convex quadratic programming model for credit data analysis
-
Y. Peng, G. Kou, Y. Shi, and Z. Chen A multi-criteria convex quadratic programming model for credit data analysis Decision Support Systems 44 2008 1016 1030
-
(2008)
Decision Support Systems
, vol.44
, pp. 1016-1030
-
-
Peng, Y.1
Kou, G.2
Shi, Y.3
Chen, Z.4
-
49
-
-
0003120218
-
Fast training of support vector machines using sequential minimal optimization
-
B. Scholkopf, C. Burges, A.J. Smola, MIT Press
-
J.C. Platt Fast training of support vector machines using sequential minimal optimization B. Scholkopf, C. Burges, A.J. Smola, Advances in Kernel methods - support vector learning 1998 MIT Press 185 208
-
(1998)
Advances in Kernel Methods - Support Vector Learning
, pp. 185-208
-
-
Platt, J.C.1
-
50
-
-
0003243224
-
Probabilities for SV Machines
-
A.J. Smola, P.J. Bartlett, B. Scholkopf, D. Schuurmans, MIT Press Newyork
-
J.C. Platt Probabilities for SV Machines A.J. Smola, P.J. Bartlett, B. Scholkopf, D. Schuurmans, Advances in Large Margin Classifiers 1999 MIT Press Newyork 61 73
-
(1999)
Advances in Large Margin Classifiers
, pp. 61-73
-
-
Platt, J.C.1
-
52
-
-
33846314346
-
Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review
-
P. Ravi Kumar, and V. Ravi Bankruptcy prediction in banks and firms via statistical and intelligent techniques - a review European Journal of Operational Research 180 2007 1 28
-
(2007)
European Journal of Operational Research
, vol.180
, pp. 1-28
-
-
Ravi Kumar, P.1
Ravi, V.2
-
53
-
-
0017133178
-
Inference and missing data
-
D.B. Rubin Inference and missing data Biometrika 61 1976 581 592
-
(1976)
Biometrika
, vol.61
, pp. 581-592
-
-
Rubin, D.B.1
-
54
-
-
0035521221
-
Bayesian models for early warning of bank failures
-
S. Sarkar, and R.S. Sriram Bayesian models for early warning of bank failures Management Science 47 2001 1457 1475
-
(2001)
Management Science
, vol.47
, pp. 1457-1475
-
-
Sarkar, S.1
Sriram, R.S.2
-
56
-
-
13444259958
-
The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
-
R.M. Stein The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing Journal of Banking and Finance 29 2005 1213 1236
-
(2005)
Journal of Banking and Finance
, vol.29
, pp. 1213-1236
-
-
Stein, R.M.1
-
60
-
-
2442689478
-
Data mining for financial decision making
-
H. Wang, and A.S. Weigend Data mining for financial decision making Decision Support Systems 37 2004 457 460
-
(2004)
Decision Support Systems
, vol.37
, pp. 457-460
-
-
Wang, H.1
Weigend, A.S.2
-
61
-
-
19544372918
-
Class noise vs. attribute noise: A quantitative study of their impacts
-
X. Zhu, and X. Wu Class noise vs. attribute noise: A quantitative study of their impacts Artificial Intelligence Review 22 2004 177 210
-
(2004)
Artificial Intelligence Review
, vol.22
, pp. 177-210
-
-
Zhu, X.1
Wu, X.2
|