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A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics

Singh, Arti; Dharmaraja, Selvamuthu - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 102-119

Persistent link: https://www.econbiz.de/10011862377

Determination of weights for an optimal credit rating model based on default and nondefault distance maximization

Chi, Guotai; Yuan, Kunpeng; Zhou, Ying; Gong, Lingling - In: The journal of risk model validation 14 (2020) 4, pp. 65-87

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Shapley-Scarf housing markets : respecting improvement, integer programming, and kidney exchange

Biró, Péter; Klijn, Flip; Klimentova, Xenia; Viana, Ana - 2021

Persistent link: https://www.econbiz.de/10012486142

Shapley-Scarf housing markets : respecting improvement, integer programming, and kidney exchange

Biró, Péter; Klijn, Flip; Klimentova, Xenia; Viana, Ana - In: Mathematics of operations research 49 (2024) 3, pp. 1938-1972

Persistent link: https://www.econbiz.de/10015047848

For sale by owner : when to use a broker and how to price the house

Salant, Stephen W. - In: The journal of real estate finance and economics 4 (1991) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10001331934

Preference disaggregation methodology in segmentation problems : the case of financial distress

Zopounidis, Constantin - In: New operational approaches for financial modelling, (pp. 417-439). 1997

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Application of genetic programming to finance and operations management

Kleinau, Peer Bruno Paul - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001876095

A literature review on the application of evolutionary computing to credit scoring

Marqués, A. I.; García Marzá, V. Domingo; Sánchez, J. S. - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1384-1399

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The portfolio heuristic optimisation system (PHOS)

Loukeris, N.; Eleftheriadis, I.; Livanis, E. - In: Computational economics 48 (2016) 4, pp. 627-648

Persistent link: https://www.econbiz.de/10011713087

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