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Quantitative Methods in Credit Management: A Survey
7 references·16 citing·45 second hop
Quantitative Methods in Credit Management: A Survey (1994)Quantitative Methods in Credit Management…Bankruptcy prediction using neural networks (1994)Bankruptcy prediction using n…An econometric analysis of the bank credit scoring problem (1989)An econometric analysis of th…Screening vs. Rationing in Credit Markets with Imperfect Information (1985)Screening vs. Rationing in Cr…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior (1980)A Note on the Comparison of L…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Applied Statistical Decision Theory (1962)Applied Statistical Decision …A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment (2021)A machine learning approach c…A prediction-driven mixture cure model and its application in credit scoring (2019)A prediction-driven mixture c…Spatial dependence in credit risk and its improvement in credit scoring (2015)Spatial dependence in credit …Two-level classifier ensembles for credit risk assessment (2012)Two-level classifier ensemble…Exploring the behaviour of base classifiers in credit scoring ensembles (2012)Exploring the behaviour of ba…A literature review on the application of evolutionary computing to credit scoring (2012)A literature review on the ap…Credit risk evaluation using a weighted least squares SVM classifier with design of experiment for parameter selection (2011)Credit risk evaluation using …An empirical study of classification algorithm evaluation for financial risk prediction (2010)An empirical study of classif…Multiple classifier application to credit risk assessment (2009)Multiple classifier applicati…Credit scoring using support vector machines with direct search for parameters selection (2008)Credit scoring using support …A Multi-criteria Convex Quadratic Programming model for credit data analysis (2008)A Multi-criteria Convex Quadr…‘Lending by numbers’: credit scoring and the constitution of risk within American consumer credit (2006)‘Lending by numbers’: credit …Good practice in retail credit scorecard assessment (2005)Good practice in retail credi…CLASSIFYING CREDIT CARD ACCOUNTS FOR BUSINESS INTELLIGENCE AND DECISION MAKING: A MULTIPLE-CRITERIA QUADRATIC PROGRAMMING APPROACH (2005)CLASSIFYING CREDIT CARD ACCOU…Not if but When will Borrowers Default (1999)Not if but When will Borrower…Household Insolvency (1995)Household InsolvencyIncreases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Imperfect Information, Uncertainty, and Credit Rationing (1976)The Consequences of the Dependence of Quality on Price (1987)Collateral, loan quality and bank risk (1990)Relationship Lending within a Bank-Based System: Evidence from European Small Business Data (2000)Multiple Attribute Decision Making: Methods and Applications (1981)Compromise solution by MCDM methods: A comparative analysis of VIKOR and TOPSIS (2003)Multiple Criteria Decision Analysis: State of the Art Surveys (2005)A simple method to improve the consistency ratio of the pair-wise comparison matrix in ANP (2011)Analytic network process in risk assessment and decision analysis (2011)INVESTMENT PRIORITIZING IN HIGH TECH INDUSTRIES BASED ON SWARA-COPRAS APPROACH (2014)The Estimation of Choice Probabilities from Choice Based Samples (1977)Predicting criminal recidivism using ‘split population’ survival time models (1989)Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources (1998)A stochastic frontier model with correction for sample selection (2009)Financial Ratios As Predictors of Failure (1966)Positive Accounting Theory (1985)Forecasting with artificial neural networks: (1998)Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis (1999)Bankruptcy prediction for credit risk using neural networks: A survey and new results (2001)Risk, Uncertainty and Profit (1921)The Foucault Effect: Studies in Governmentality (1991)Powers of Freedom (1999)Geographies of money and finance II (2011)The Sociology of Finance (2011)Democracy of Credit: Ownership and the Politics of Credit Access in Late Twentieth-Century America (2017)Applied Linear Statistical Models. 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(2009)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Bayesian Experimental Design: A Review (1995)
this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1962Applied Statistical Decision Theory2,172 cited
  • 1985Screening vs. Rationing in Credit Markets with Imperfect Information1,432 cited
  • 1994Bankruptcy prediction using neural networks722 cited
  • 1980A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior435 cited
  • 1989An econometric analysis of the bank credit scoring problem284 cited

Cited by

  • 1999Not if but When will Borrowers Default191 cited
  • 2010An empirical study of classification algorithm evaluation for financial risk prediction189 cited
  • 2006‘Lending by numbers’: credit scoring and the constitution of risk within American consumer credit167 cited
  • 2009Multiple classifier application to credit risk assessment166 cited
  • 2012Exploring the behaviour of base classifiers in credit scoring ensembles142 cited
  • 2012Two-level classifier ensembles for credit risk assessment119 cited
  • 2005Good practice in retail credit scorecard assessment117 cited
  • 2008A Multi-criteria Convex Quadratic Programming model for credit data analysis

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115 cited
  • 2021A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment115 cited
  • 2012A literature review on the application of evolutionary computing to credit scoring109 cited
  • 2011Credit risk evaluation using a weighted least squares SVM classifier with design of experiment for parameter selection98 cited
  • 1995Household Insolvency92 cited
  • 2015Spatial dependence in credit risk and its improvement in credit scoring90 cited
  • 2005CLASSIFYING CREDIT CARD ACCOUNTS FOR BUSINESS INTELLIGENCE AND DECISION MAKING: A MULTIPLE-CRITERIA QUADRATIC PROGRAMMING APPROACH87 cited
  • 2008Credit scoring using support vector machines with direct search for parameters selection73 cited
  • 2019A prediction-driven mixture cure model and its application in credit scoring67 cited