Modelling credit risk of portfolio of consumer loans.
M. MalikLyn C. ThomasPublished in: J. Oper. Res. Soc. (2010)
Keyphrases
- credit risk
- credit scoring
- risk analysis
- credit risk evaluation
- logistic regression
- portfolio optimization
- commercial banks
- listed companies
- evaluation method
- support vector machine svm
- information entropy
- decision trees
- credit card
- portfolio selection
- data mining technology
- financial data
- fraud detection
- decision making
- neural network
- risk management
- loss function
- information systems