The impact of the dependence structure in risk management: a focus on credit-risk.
Enrico BernardiSilvia RomagnoliMatteo DotiPublished in: Int. J. Gen. Syst. (2019)
Keyphrases
- risk management
- risk analysis
- credit risk
- commercial banks
- dependence structure
- risk assessment
- decision support system
- evaluation method
- feature vectors
- project management
- risk factors
- software projects
- credit scoring
- training data
- information systems
- machine learning
- databases
- information security
- text categorization