Open AccessCredit Risk Estimation Model Development Process: Main Steps and Model Improvement
Author(s) -
Ričardas Mileris,
Vytautas Boguslauskas
Publication year - 2011
Publication title -
engineering economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 29
eISSN - 2029-5839
pISSN - 1392-2785
DOI - 10.5755/j01.ee.22.2.309
Subject(s) - credit risk , credit rating , probability of default , financial ratio , credit default swap , default , logistic regression , linear discriminant analysis , multilayer perceptron , actuarial science , econometrics , artificial neural network , computer science , business , artificial intelligence , machine learning , finance , economics
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