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  • Search: subject:"Predicting default probabilities"
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Predicting default probabilities 1 RCMARS 1 Robust conic generalized partial linear model 1 Robust optimization 1 Uncertainty 1
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Defterli, Özlem 1 Weber, Gerhard-Wilhelm 1 Çavuşoğlu, Zehra 1 Özmen, Ayşe 1
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Journal of Global Optimization 1
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RePEc 1
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The new robust conic GPLM method with an application to finance: prediction of credit default
Özmen, Ayşe; Weber, Gerhard-Wilhelm; Çavuşoğlu, Zehra - In: Journal of Global Optimization 56 (2013) 2, pp. 233-249
This paper contributes to classification and identification in modern finance through advanced optimization. In the last few decades, financial misalignments and, thereby, financial crises have been increasing in numbers due to the rearrangement of the financial world. In this study, as one of...
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