A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve.
Efsun KürümKasirga YildirakGerhard-Wilhelm WeberPublished in: Central Eur. J. Oper. Res. (2012)
Keyphrases
- roc curve
- credit risk
- receiver operating characteristic
- pattern recognition
- classification accuracy
- credit risk evaluation
- evaluation method
- decision trees
- supervised learning
- feature vectors
- collaborative filtering
- decision support system
- support vector machine svm
- benchmark datasets
- evaluation measures
- multi class
- training set
- credit scoring
- feature extraction
- machine learning