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題名:演化式多重組合羅吉斯迴歸模型--應用於信用評等
書刊名:資訊管理學報
作者:林萍珍 引用關係柯博昌游俊忠
作者(外文):Lin, Ping-chenKo, Po-changYu, Chun-chung
出版日期:2010
卷期:17:2
頁次:頁115-139
主題關鍵詞:羅吉斯迴歸模型遺傳演算法新巴塞爾資本協定信用評等違約機率Multiple combinatorial logistic regression modelGenetic algorithmBasel IICredit ratingDefault probability
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:26
期刊論文
1.Ko, P. C.、Lin, P. C.(2006)。An Evolution-based Approach with Modularized Evaluations to Forecast Financial Distress。Knowledge Based Systems,19(1),84-91。  new window
2.Westgaard, Sjur、van der Wijst, Nico(2001)。Default Probabilities in a Corporate Bank Portfolio: A Logistic Model Approach。European Journal of Operational Research,135(2),338-349。  new window
3.Ugurlu, M.、Aksoy, H.(2006)。Prediction of corporate financial distress in an emerging market: the case of Turkey。Cross Cultural Management: An International Journal,13(4),277-295。  new window
4.Baesens, B.、Van Gestel, T.、Viaene, S.、Stepanova, M.、Suykens, J.、Vanthienen, J.(2003)。Benchmarking State-of-the-Art Classification Algorithms for Credit Scoring。Journal of the Operational Research Society,54(6),627-635。  new window
5.Foreman, R. Dean(2003)。A Logistic Analysis of Bankruptcy within the US Local Telecommunications Industry。Journal of Economics & Business,55(2),135-166。  new window
6.Deakin, Edward B.(1972)。A discriminant analysis of predictors of business failure。Journal of Accounting Research,10(1),167-179。  new window
7.Meyer, Paul A.、Pifer, Howard W.(1970)。Prediction of Bank Failures。Journal of Finance,25,853-868。  new window
8.Min, S. H.、Lee, J.、Han, I.(2006)。Hybrid Genetic Algorithms and Support Vector Machines for Bankruptcy Prediction。Expert Systems with Applications,31(3),652-660。  new window
9.Donato, June M.、Schryver, Jack C.、Hinkel, Gregory C.、Schmoyer, Richard L. Jr.、Leuze, Micheal R.、Grandy, Nancy W.(1999)。Mining Multi-dimensional Data for Decision Support。Future Generation Computer Systems,15(3),433-441。  new window
10.Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research,18(1),109-131。  new window
11.Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance,23(4),589-609。  new window
12.Fu, L., and Simpson, D. G.(2002)。“Conditional Risk Models for Ordinal Response Data: Simultaneous Logistic Regression Analysis and Generalized Score Tests,"。Journal of Statistical Planning and Inference,(108),pp_ 201-217。  new window
13.Huyghebaert, N., Gaeremynck, A., Roodhooft, F., and Van De Gucht, L. M.(2000)。“New Firm Survival: The Effect of Start-up Characteristics,"。Journal of Business Finance & Accounting,(27),pp_ 627-651。  new window
14.Keasey, K., and Watson, R.(1987)。“Non-Financial Symptoms and the Prediction of Small Company Failure: A Test of Argenti´s Hypotheses,"。Journal of Business Finance & Accounting,(14),pp_ 335-354。  new window
15.Kim, M.J., and Han, I.(2003)。“The Discovery of Experts' Decision Rules from Qualitative Bankruptcy Data Using Genetic Algorithms,"。Expert Systems with Applications,(25:4),pp_ 637-646。  new window
16.Laitinen, E. K., and Laitinen, T.(2000)。“Bankruptcy Prediction: Application of the Taylor´s Expansion in Logistic Regression,"。International Review of Financial Analysis,(9:4),pp_ 327-349。  new window
17.Laster, D.(2003)。“Insurance Company Ratings,"。Swiss Re sigma,(4),pp_ 23-39。  new window
18.Lin, F.Y.、McClean, S.(2001)。A data mining approach to the prediction of corporate failure。Knowledge-Based Systems,14,189-195。  new window
19.Shin, K.S., and Han, I.(2001)。“A Case-Based Approach Using Inductive Indexing for Corporate Bond Rating,"。Decision Support Systems,(32:1),pp_ 41-52。  new window
20.Shin, K.S., and Lee, Y.J.(2002)。“A Genetic Algorithm Application in Bankruptcy Prediction Modeling,"。Expert Systems with Applications,(23:3),pp_ 321-328。  new window
21.Siriwardene, N. R., and Perera, B. J. C.(2006)。“Selection of Genetic Algorithm Operators for Urban Drainage Model Parameter Optimization,"。Mathematical and Computer Modelling,(44),pp_ 415-429。  new window
22.Tamari, M.(1966)。“Financial Ratios as a Means of Forecasting Bankruptcy,"。Management International Review,(4),pp_ 15-21。  new window
23.Tseng, F.M., and Lin, L.(2005)。“A Quadratic Interval Logit Model for Forecasting Bankruptcy,"。Omega,(33:1),pp_ 85-91。  new window
24.Wu, C.H., Tzeng, G.H., Goo, Y.J., and Fang, W.C.(2007)。“A Real-Valued Genetic Algorithm to Optimize the Parameters of Support Vector Machine for Predicting Bankruptcy,"。Expert Systems with Applications,(32:2),pp_ 397-408。  new window
25.Back, B., Laitinen, T., and Sere, K.(1996)。“Neural Networks and Genetic Algorithms for Bankruptcy Predictions,"。Expert Systems with Applications,(11:4),pp_ 407-413。  new window
26.Balcaen, S.、Ooghe, H.(2006)。35 Years of Studies on Business Failure: An Overview of the Classic Statistical Methodologies and Their Related Problems。The British Accounting Review,38(1),63-93。  new window
27.Barniv, R., Mehrez, A., and Kline, D. M.(2000)。“Confidence Intervals for Controlling the Probability of Bankruptcy,"。Omega,(28:5),pp_ 555-565。  new window
研究報告
1.The Basel Committee on Banking Supervision(2005)。Studies on the Validation of Internal Rating Systems (計畫編號:14)。Bank for International Settlements。  new window
圖書
1.Mays, E.(2001)。Handbook of Credit Scoring。Chicago:Glenlake。  new window
2.Hosmer, D. W.、Lemeshow, S.(1989)。Applied logistic regression。New York:John Wiley and Sons。  new window
3.Holland, J. H.(1975)。Adaptation in Natural and Artificial Systems: An Introductory Analysis with Application to Biology, Control, and Artificial Intelligence。MI:University of Michigan Press。  new window
 
 
 
 
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