Profit- and risk-driven credit scoring under parameter uncertainty : a multiobjective approach
Yong Xu, Gang Kou, Yi Peng, Kexing Ding, Daji Ergu, Fahd S. Alotaibi
| Year of publication: |
2024
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|---|---|
| Authors: | Xu, Yong ; Kou, Gang ; Peng, Yi ; Ding, Kexing ; Ergu, Daji ; Alotaibi, Fahd S. |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 125.2024, Art.-No. 103004, p. 1-17
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| Subject: | Cost parameter uncertainty | Credit scoring | Machine learning | Multi-objective optimization | Performance measures | Kreditwürdigkeit | Credit rating | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Risiko | Risk | Kreditrisiko | Credit risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2023.103004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533653