MCDM approach to evaluating bank loan default models
Banks and financial institutions rely on loan default prediction models in credit risk management. An important yet challenging task in developing and applying default classification models is model evaluation and selection. This study proposes an evaluation approach for bank loan default classific...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2014-06-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/TEDE/article/view/3417 |