IEEE - Institute of Electrical and Electronics Engineers, Inc. - Genetic algorithm approach to design covariates of binomial logit model for estimation of default probability

2007 IEEE Congress on Evolutionary Computation

Author(s): T. Masaru ; I. Yoichi ; M. Satoshi
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2007
Conference Location: Singapore, Singapore
Conference Date: 25 September 2007
Page(s): 4,344 - 4,349
ISBN (CD): 978-1-4244-1340-9
ISBN (Paper): 978-1-4244-1339-3
DOI: 10.1109/CEC.2007.4425038
Regular:

Credit risk management is one of the most important tasks of financial institutes. Default probability is the probability that a company will go into default, or be unable to fulfill an... View More

Advertisement