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題名:遺傳規畫決策樹模型於房貸提前償還之風險管理
書刊名:住宅學報
作者:李沃牆 引用關係聶建中 引用關係
作者(外文):Lee, Wo-chiangNieh, Chien-chung
出版日期:2009
卷期:18:1
頁次:頁63-87
主題關鍵詞:提前償還遺傳規畫決策樹模型風險管理成本率誤判成本PrepaymentGP-DTRisk managementRatio costMisclassification cost
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:12
  • 點閱點閱:59
期刊論文
1.Ambrose, B. W.、LaCour-Little, M.(2001)。Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence。Real Estate Economics,29(2),305-327。  new window
2.Campbell, T. S.、Dietrich, J. K.(1983)。The Determinants of Default on Insured Conventional Residential Mortgage Loans。Journal of Finance,38(5),1569-1581。  new window
3.劉展宏、張金鶚(20010200)。購屋貸款提前清償行為之研究。住宅學報,10(1),29-49。new window  延伸查詢new window
4.沈中華、忻惟毅(2006)。中小企業違約機率的預測。金融風險管理季刊,2(1),97-114。  延伸查詢new window
5.Smith, L. D.、Sanchez, S. M.、Lawrence, E. C.(1996)。A Comprehensive Model for Managing Credit Risk on Home Mortgage Portfolios。Decision Sciences,27,291-317。  new window
6.Abrahams, S. W.。The New View in Mortgage Prepayments: Insight from Analysis at the Loan-by-Loan Level。The Journal of Fixed Income,7(1),8-21。  new window
7.Cox, J. C.、Ingersoll, J. E.、Ross, S. A.(1985)。A Theory of the Term Structure of Interest Rate。Econometrica,53(2),385-408。  new window
8.紀麗秋(20020300)。出口貿易信用風險模型之研究--以亞太地區為例。臺灣金融財務季刊,3(1),81-116。new window  延伸查詢new window
9.陳建勝、林明宏(20031100)。壽險保單早期失效之預測。風險管理學報,5(3),341-361。new window  延伸查詢new window
10.李沃牆、彭敏瑜。房貸提前償還率違約金之探討。永豐金融季刊,39,93-120。  延伸查詢new window
11.李沃牆、陳義先。信用卡審核評分表之建構。真理財經學報,10,23-56。new window  延伸查詢new window
12.何棟欽。美國次級房貸危機:證券化風險之啟示。永豐金融季刊,41,55-112。  延伸查詢new window
13.楊顯爵、王昭文、劉君德。房屋修繕貸款群組的提前清償率比較-指數迴歸法。臺灣金融財務季刊,7(3),1-33。new window  延伸查詢new window
14.Archer, W. R.、Ling, D. C.、McGill, G.。Demographic Versus Option-Drive Mortgage Terminations。Journal of Housing Economics,4,1051-377。  new window
15.Clapp, J. M.、Deng, Y. H.、An, X. D.。Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks。Real Estate Economics,34(2),243-273。  new window
16.Cox, D. R.。Regression Models and Life-Tables。Journal of the Royal Statistical Society, Series B,34(2),187-220。  new window
17.Cunningham, D. F.、Capone, C. A.。The Relative Termination Experience of Adjustable to Fixed Mortagages。Journal of Finance,5(5),1687-1703。  new window
18.Dunn, K. B.、McConnell, J. J.。A Comparison of Alterative Model for Pricing GNMA Mortgage-Backed Securities。The Journal of Finance,36(2),471-487。  new window
19.Green, J. R.、Shoven, J. B.。The Effects of Interest Rates on Mortgage Prepayments。The Journal of Money, Credit, and Banking,1(1),41-59。  new window
20.Kau, J. B.、Keenan, C.、Muller, W. J.、Epperson, J. F.。The Valuation and Analysis of Adjustable Rate Mortgages。Management Science,36(12),1417-1431。  new window
21.LaCour-Little, M.。Another Look at the Role of Borrower Characteristics in Predicting Mortgage Prepayments。Journal of Housing Research,10,45-60。  new window
22.Quigley, J. M.。Interest Rate Variations, Mortgage Prepayments and Household Mobility。The Review of Economics and Statistics,69(4),636-643。  new window
會議論文
1.Devaney, J. E.、Hagedorn, J. G.。The Role of Genetic Programming in Describing the Microscopic Structure of Hydrating Plaster。  new window
研究報告
1.Ambrose, B. W.、Sanders, A. B.。Commercial Mortgage-Backed Securities: Prepayment and Default。  new window
2.Engelmann, B.、Hayden, E.、Tasche, D.。Measuring the Discriminative Power of Rating Systems。  new window
3.Van Deventer, Donald R.、Wang, Xiaoming。Measuring Predictive Capability of Credit Models Under the Basel Capital Accords: Conseco and Results from the United States, 1963-1998。  new window
學位論文
1.黃文啟(2002)。以LOGIT模型研究借款人特性與不動產抵押貸款提前償還之關係(碩士論文)。國立政治大學。  延伸查詢new window
2.程博平(2003)。影響企業提前償還率因素之探討(碩士論文)。中國文化大學。  延伸查詢new window
3.郭姿伶(2000)。住宅貸款之提前清償與逾期還款(碩士論文)。國立中正大學。  延伸查詢new window
4.施恩。住屋貸款還款速度之研究。  延伸查詢new window
5.陸文傑。抵押貸款證券之評價—Implied Prepayment之應用。  延伸查詢new window
6.陳健豪。臺灣地區住宅抵押貸款-提前清償與違約之分析。  延伸查詢new window
7.黃朝基。不動產抵押貸款提前償還影響因素之研究。  延伸查詢new window
8.黃建智。以卜瓦松迴歸方法探討房屋抵押貸款提前償還與違約決策。  延伸查詢new window
9.簡士龍。住宅抵押貸款事務性服務權之評價。  延伸查詢new window
圖書
1.Breiman, L.、Friedman, J. H.、Olshen, R. A.、Stone, C. J.(1984)。Classification and Regression Trees。Chapman & Hall/CRC。  new window
2.Koza, John R.(1992)。Genetic Programming: On the Programming of Computer by Natural Selection。Cambridge, Mass.:MIT Press。  new window
3.陳坤茂(1998)。作業研究。臺北市:華泰文化事業股份有限公司。  延伸查詢new window
其他
1.Boonyanunta, N.,Zeephongsekul, P.。State of the Art Credit Risk Analysis Model: Comparative Analysis Between Statistical Approaches and Neural Network Approaches。  new window
圖書論文
1.Quinlan, J. R.(1983)。Learning Efficient Classification Procedures and Their Application to Chess end Games。Machine Learning: An Artificial Intelligence Approach。Palo Alto, CA:Tioga Press。  new window
 
 
 
 
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