NORTA for portfolio credit risk.

Mohamed A. Ayadi Hatem Ben-Ameur Nabil Channouf Quang Khoi Tran

Published in: Ann. Oper. Res. (2019)

Keyphrases

credit risk
credit risk evaluation
evaluation method
risk analysis
credit scoring
listed companies
commercial banks
financial data
decision making
fraud detection
evaluation model
exchange rate
neural network
logistic regression
rough sets
forecasting model