2014Default 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 - Credit Risk - Finance
2013A better Beta for the H measure of classification performance by D.J Hand, C. Anagnostopolous, 12 pages, #AUC, #H measure - Credit Risk - Finance
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 - Credit Risk - Finance
