Solution Space Size in Credit Risk Simulation.

Maurizio Naldi Giuseppe D'Acquisto Loretta Mastroeni

Published in: UKSim (2013)

Keyphrases

solution space
credit risk
credit risk evaluation
simulated annealing
search space
optimal solution
evaluation method
metaheuristic
credit scoring
risk analysis
feasible solution
commercial banks
data mining
particle swarm optimization
linear programming
objective function
decision trees
feature selection