A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve

Efsun Kürüm, Kasirga Yildirak, Gerhard-Wilhelm Weber. A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve. CEJOR, 20(3):529-557, 2012. [doi]

@article{KurumYW12,
  title = {A classification problem of credit risk rating investigated and solved by optimisation of the ROC curve},
  author = {Efsun Kürüm and Kasirga Yildirak and Gerhard-Wilhelm Weber},
  year = {2012},
  doi = {10.1007/s10100-011-0224-5},
  url = {http://dx.doi.org/10.1007/s10100-011-0224-5},
  researchr = {https://researchr.org/publication/KurumYW12},
  cites = {0},
  citedby = {0},
  journal = {CEJOR},
  volume = {20},
  number = {3},
  pages = {529-557},
}