Evolutionary optimization of transition probability matrices for credit decision-making
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- Jafry, Yusuf & Schuermann, Til, 2004. "Measurement, estimation and comparison of credit migration matrices," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2603-2639, November.
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- Richard Cantor & Frank Packer, 1996. "Determinants and impacts of sovereign credit ratings," Research Paper 9608, Federal Reserve Bank of New York.
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- Zhao, Zhiwei & Yang, Jingming & Hu, Ziyu & Che, Haijun, 2016. "A differential evolution algorithm with self-adaptive strategy and control parameters based on symmetric Latin hypercube design for unconstrained optimization problems," European Journal of Operational Research, Elsevier, vol. 250(1), pages 30-45.
- Piotrowski, Adam P. & Napiorkowski, Jaroslaw J. & Kiczko, Adam, 2012. "Differential Evolution algorithm with Separated Groups for multi-dimensional optimization problems," European Journal of Operational Research, Elsevier, vol. 216(1), pages 33-46.
- Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2014. "Asset portfolio securitizations and cyclicality of regulatory capital," European Journal of Operational Research, Elsevier, vol. 237(1), pages 289-302.
- Hira Zaheer & Millie Pant & Sushil Kumar & Oleg Monakhov & Emilia Monakhova & Kusum Deep, 2017. "A new guiding force strategy for differential evolution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 8(4), pages 2170-2183, December.
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Risk management Finance Evolutionary computations Constraints satisfaction Decision support systems;Statistics
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