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  • Search: subject:"Robust conic generalized partial linear model"
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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
partial linear model which includes robustification of the data set is introduced: robust conic generalized partial linear … model (RCGPLM). This new model is applied on a data set that belongs to 45 emerging markets with 1,019 observations between …
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