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» Credit Risk in a Network Economy
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MANSCI
2007
107views more  MANSCI 2007»
13 years 4 months ago
Credit Risk in a Network Economy
We develop a structural model of credit risk in a network economy, where any firm can lend to any other firm, so that each firm is subject to counterparty risk either from dire...
Didier Cossin, Henry Schellhorn
ESWA
2008
223views more  ESWA 2008»
13 years 4 months ago
Credit risk assessment with a multistage neural network ensemble learning approach
In this study, a multistage neural network ensemble learning model is proposed to evaluate credit risk at the measurement level. The proposed model consists of six stages. In the ...
Lean Yu, Shouyang Wang, Kin Keung Lai
APIN
2005
127views more  APIN 2005»
13 years 4 months ago
Evolutionary Radial Basis Functions for Credit Assessment
Credit analysts generally assess the risk of credit applications based on their previous experience. They frequently employ quantitative methods to this end. Among the methods used...
Estefane G. M. de Lacerda, André Carlos Pon...
ESWA
2006
102views more  ESWA 2006»
13 years 4 months ago
A study of Taiwan's issuer credit rating systems using support vector machines
By providing credit risk information, credit rating systems benefit most participants in financial markets, including issuers, investors, market regulators and intermediaries. In ...
Wun-Hwa Chen, Jen-Ying Shih
COMCOM
2007
83views more  COMCOM 2007»
13 years 4 months ago
Improving authentication of remote card transactions with mobile personal trusted devices
Credit card transactions are a popular and diffused means of payment over the network. Unfortunately, current technology does not allow us to technically solve disputes that may ...
Andrea Bottoni, Gianluca Dini