Multi-class misclassification cost matrix for credit ratings in peer-to-peer lending

Haomin Wang, Gang Kou, Yi Peng. Multi-class misclassification cost matrix for credit ratings in peer-to-peer lending. JORS, 72(4):923-934, 2021. [doi]

@article{WangKP21,
  title = {Multi-class misclassification cost matrix for credit ratings in peer-to-peer lending},
  author = {Haomin Wang and Gang Kou and Yi Peng},
  year = {2021},
  doi = {10.1080/01605682.2019.1705193},
  url = {https://doi.org/10.1080/01605682.2019.1705193},
  researchr = {https://researchr.org/publication/WangKP21},
  cites = {0},
  citedby = {0},
  journal = {JORS},
  volume = {72},
  number = {4},
  pages = {923-934},
}