Search Results - subject:"OR in banking"

Interpretable machine learning for imbalanced credit scoring datasets

Chen, Yujia; Calabrese, Raffaella; Martin-Barragan, Belen - In: European journal of operational research : EJOR 312 (2024) 1, pp. 357-372

Persistent link: https://www.econbiz.de/10014456269

A new ordinal mixed-data sampling model with an application to corporate credit rating levels

Goldmann, Leonie; Crook, Jonathan N.; Calabrese, Raffaella - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1111-1126

Persistent link: https://www.econbiz.de/10014456940

Modelling sustainability efficiency in banking

Tan, Yong; Tsionas, Efthymios G. - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3754-3772

Persistent link: https://www.econbiz.de/10013330756

Bridging the divide? : Bayesian artificial neural networks for frontier efficiency analysis

Tsionas, Efthymios G.; Parameter, Christopher F.; … - 2021

Persistent link: https://www.econbiz.de/10013256898

A mathematical programming approach with revenue management in home loan pricing

Dutta, Goutam; Natesan, Sumeetha R.; Thakur, Deepika; … - 2020

Persistent link: https://www.econbiz.de/10012694221

A credit score system for socially responsible lending

Gutiérrez-Nieto, Begoña; Serrano-Cinca, Carlos; … - Centre Emile Bernheim, Solvay Brussels School of … - 2011

Ethical banking, microfinance institutions or certain credit cooperatives, among others, grant socially responsible loans. This paper presents a credit score system for them. The model evaluates both social and financial aspects of the borrower. The financial aspects are evaluated under the...

Persistent link: https://www.econbiz.de/10009204985