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Year of publication
Subject
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Mathematical programming 3 Mathematische Optimierung 3 Agent-based modeling 2 Agentenbasierte Modellierung 2 Control theory 2 Credit risk assessment 2 Credit scoring 2 Financial application 2 Incomplete market 2 Kontrolltheorie 2 Multi-agent system 2 Pareto optimal 2 Portfolio selection 2 Portfolio-Management 2 Re-RX algorithm 2 Robust statistics 2 Robustes Verfahren 2 Rule extraction 2 Stochastic process 2 Stochastischer Prozess 2 Unvollkommener Markt 2 financial application 2 portfolio optimization 2 robust control 2 Algorithm 1 Algorithmus 1 Credit rating 1 Credit risk 1 Kreditrisiko 1 Kreditwürdigkeit 1 Pareto efficiency 1 Pareto-Optimum 1 Theorie 1 Theory 1
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Online availability
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Free 4
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 4
Author
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Hayashi, Yoichi 2 Kizaki, Keisuke 2 Saito, Taiga 2 Takahashi, Akihiko 2
Published in...
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CARF working paper 1 CIRJE discussion papers / F series 1 Operations Research Perspectives 1 Operations research perspectives 1
Source
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ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014438131
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
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Cover Image
Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective
Hayashi, Yoichi - In: Operations Research Perspectives 3 (2016), pp. 32-42
Historically, the assessment of credit risk has proved to be both highly important and extremely difficult. Currently, financial institutions rely on the use of computer-generated credit scores for risk assessment. However, automated risk evaluations are currently imperfect, and the loss of vast...
Persistent link: https://www.econbiz.de/10011825930
Saved in:
Cover Image
Application of a rule extraction algorithm family based on the Re-RX algorithm to financial credit risk assessment from a Pareto optimal perspective
Hayashi, Yoichi - In: Operations research perspectives 3 (2016), pp. 32-42
Historically, the assessment of credit risk has proved to be both highly important and extremely difficult. Currently, financial institutions rely on the use of computer-generated credit scores for risk assessment. However, automated risk evaluations are currently imperfect, and the loss of vast...
Persistent link: https://www.econbiz.de/10011822744
Saved in:
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