2017Neural network as challenger in classification tasks by DataQuest, 6 pages, #neural network, #python
Five myths about variable selection by Georg Heinze, Daniela Dunkler, Transplant international, 5 pages, #model, #modelling, #multivariate, #selection, #univariate
Credit risk model for SME in the Netherlands by J.Hessel Veurink, M. Mastrogiacomo, 43 pages, #SME, #the Netherlands
Default prediction for SME using discriminant and survival models, evidence from Polish market by A. Ptak-Chmielewska & A. Matuszyk, 13 pages, #Altman, #AUC, #AUROC, #Poland, #SME, #survival analysis
Distressed Firm and Bankruptcy prediction in an international context by Altman, Malgorzata, 47 pages, #Altman, #SME
2013A survey of discretization techniques: taxonomy and empirical analysis in supervised learning by S. Garcia, J. Luengo, J. A. Sáez, V. López, F. Herrera, IEEE Computer Society, 16 pages, #discretisation
A discretization method based on maximizing the area under receiver operating characteristic curve by M. Kurtcephe, H. A. Güvenir, Bilkent University, 25 pages, #AUC, #AUROC, #discretisation, #discretization
A better Beta for the H measure of classification performance by D.J Hand, C. Anagnostopolous, 12 pages, #AUC, #H measure
2012Estimation of Probability of Defaults (PD) for Low Default Portfolios: An actuarial Approach by Nabil Iqbal, Syed Afraz Ali, 18 pages, #low default, #PD
Determinants of SME loan default: the importance of borrow-level heterogeneity by F. McCann & T. McIndoe-Calder, 32 pages, #probit, #SME
2010Assessing the Performance of Prediction Models by E.W.Steyberg, A.J.Vickers et al, 11 pages, #model, #performance, #prediction
Robust logistic diagnostic for the identification of high leverage points in logistic regression model by B.A Syaiba, M. Habshah, University Putra Malaysia, 9 pages, #leverage, #logistic regression, #outliers
2008The value of qualitative information in SME Risk Management by Altman, Sabato, Wilson, 40 pages, #Altman, #SME
Credit scoring with macroeconomic variables using survival analysis by T. Bellotti, J. Crook, university of Edinburgh, 28 pages, #macroeconomic variables, #survival
2007Credit scoring with macroeconomic variables using survival analysis by Tony Bellotti, Jonathan Crook, Credit Research Centre Management School and Economics, University of Edinburgh, 19 pages, #cox model, #credit cards, #survival analysis
Modelling Credit risk for SMEs: Evidence from the US market by Altman, Sabato, 43 pages, #Altman, #SME
2006Default rates in the loan market for SMEs: Evidence from Slovakia by J.Fidrmuc, C.Hainz, A. Malesich, the William Davidson Institute, Univeristy of Michigan, 29 pages, #Altman, #Slovakia, #SME
2006 Corporate Credit Risk Modelling and the Macroeconomy by K. Carling, T.Jacobson, J. Lindé, K. Roszbach, 29 pages, #corporate, #duration, #macroeconomy
2004A New Means of Presenting the Results of Logistic Regression by J. Smart, W. J. Sutherland, A. R. Watkinson, J. A. Gill, 3 pages, #logistic regression
2001Le rôle croissant des méthodes hédonistes dans l’établissement des statistiques officielles aux Etats Unis by R. Moulton, 17 pages, #French, #Méthode hédoniste
2000Evaluation du risque de défaillance des entreprises by Thierry Kenel, 22 pages, #French, #mda, #neurone
1991A note on a General Definition of the Coefficient of Determination by N.J.D Nagelkerke, Biometrika, 2 pages, #regression
