A multicriteria approach for rating the credit risk of financial institutions.
George BaourakisM. ConisescuGert Van DijkPanos M. PardalosConstantin ZopounidisPublished in: Comput. Manag. Sci. (2009)
Keyphrases
- credit risk
- financial institutions
- fraud detection
- risk management
- risk analysis
- money laundering
- credit risk evaluation
- anti money laundering
- commercial banks
- financial data
- evaluation method
- collaborative filtering
- credit scoring
- outlier detection
- social network analysis
- cost sensitive
- credit card
- individual level
- decision problems
- decision support system
- recommender systems
- risk assessment
- data mining techniques
- financial markets
- risk factors
- evaluation model
- management system
- online auctions
- data mining
- logistic regression
- detection algorithm
- classification accuracy
- data analysis