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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

Persistent link: https://www.econbiz.de/10014336043

An extended likelihood framework for modelling discretely observed credit rating transitions

Pfeuffer, Marius; Möstel, Linda; Fischer, Matthias - In: Quantitative finance 19 (2019) 1, pp. 93-104

Persistent link: https://www.econbiz.de/10012194622

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

An intelligent multi-level optimisation model for retail loan portfolio

Kappagantula, Srilatha; Srivastava, Vikas - In: International journal of Indian culture and business … 32 (2024) 2, pp. 164-186

Persistent link: https://www.econbiz.de/10015064686

Machine learning for combinatorial optimization : a methodological tour d'horizon

Bengio, Yoshua; Lodi, Andrea; Prouvost, Antoine - In: European journal of operational research : EJOR 290 (2021) 2, pp. 405-421

Persistent link: https://www.econbiz.de/10012495192

Optimization problems for machine learning : a survey

Gambella, Claudio; Ghaddar, Bissan; Naoum-Sawaya, Joe - In: European journal of operational research : EJOR 290 (2021) 3, pp. 807-828

Persistent link: https://www.econbiz.de/10012495225

A novel robust optimization model for nonlinear Support Vector Machine

Maggioni, Francesca; Spinelli, Andrea - In: European journal of operational research : EJOR 322 (2025) 1, pp. 237-253

Persistent link: https://www.econbiz.de/10015410212

Adaptive solution prediction for combinatorial optimization

Shen, Yunzhuang; Sun, Yuan; Li, Xiaodong; Eberhard, Andrew - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1392-1408

Persistent link: https://www.econbiz.de/10014435020

A cooperative coevolutionary genetic programming hyper-heuristic for multi-objective makespan and cost optimization in cloud workflow scheduling

Zaki, Tomás; Zeiträg, Yannik; Neves, Rui; Figueira, … - In: Computers & operations research : an international journal 172 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015066814