Search Results

1 - 7 of 7 items :

  • Political Economics, other x
  • Mathematics x
Clear All
Macroeconomic Factors in Modelling the SMEs Bankruptcy Risk. The Case of the Polish Market

Bibliography Agrawal K., Maheshwari Y., 2014, Default risk modelling using macroeconomic variables , Journal of Indian Business Research, vol. 6. Altman E.I., 1968, Financial ratios, discriminant analysis and the prediction of corporate bankruptcy , The Journal of Finance, vol. 23, no. 4, pp. 589-609. Bellotti A., Crook J., 2009, Credit scoring with macroeconomic variables using survival analysis , Journal of the Operational Research Society, no. 60(12), pp. 1699-1707. Bellovary J.L., Giacomino D.E., Akers M.D., 2007, A review of

Open access
Predicting the Default Risk of Companies. Comparison of Credit Scoring Models: Logit Vs Support Vector Machines

Bibliography Abildgren K., Buchholst B.V., Staghøj J., 2011, Bank-firm relationships and the performance of non-financial firms during the financial crisis 2008-09 microeconometric evidence from large-scale firm-level data , Working Paper, no. 73. Danmarks National Bank. Akbani R., Kwek S., Japkowicz N., 2004, Applying support vector machines to imbalanced datasets , In Machine Learning: ECML 2004. Springer, pp. 39-50. Anderson R., 1999, The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation

Open access
Item Response Theory Models in the Measurement Theory with the Use of ltm Package in R

References Andrich D., 1978, Application of a psychometric rating model to ordered categories which are scored with successive integers, Applied Psychological Measurement, 2, pp. 581-594. Bates D.M., 2008, Fitting mixed-effects models using the lme4 package in R, http://www.stat.wisc.edu/~bates/PotsdamGLMM/LMMD.pdf. Barton M.A., Lord F.M., 1981, An upper asymptote for the three-parameter logistic item-response model, Princeton, NJ: Educational Testing Service. Birnbaum A., 1957, Efficient design

Open access
Latent Class Analysis in the Evaluation of Items in Survey Research

, Psychological Bulletin, 45, pp. 507-530. Lord F.M., 1952, The relation of the reliability of multiple-choice tests to the distribution of item difficulties, Psychometrika, 17(2), pp. 181-193. Lord F.M., 1953, The relation of test score to the trait underlying the test, Educational and Psychological Measurement, 13, pp. 517-548. McCutcheon A.L., 1987, Latent Class Analysis, Sage University Paper. Sage Publications, Newbury Park. Raftery A.E., 1986, Choosing models for cross-classification, Amer. Sociol. Rev., 51

Open access
The Impact of Decision-Making Profiles on the Consistency of Rankings Obtained by Means of Selected Multiple Criteria Decision-Aiding Methods

, SAW-Based Rankings vs. Intrinsic Evaluations of the Negotiation Offers – an Experimental Study, [in:] Lecture Notes in Business Information Processing. Group Decision and Negotiation. A Process-Oriented View , eds P. Zaraté, G.E. Kersten, J.E. Hernández, Springer, pp. 176-183. Roszkowska E., Wachowicz T., 2016, Analyzing the applicability of selected MCDA methods for determining the reliable scoring systems , Proceedings of the 16th International Conference on Group Decision and Negotiation Bellingham, D.S. Bajwa, S. Koeszegi, R. Vetschera (eds), Western

Open access
Competing Risk Models of Default in the Presence of Early Repayments

Statistics in Quality and Reliability , Wiley, Chichester. Narain B., 1992, Survival Analysis and the Credit-Granting Decision, [in:] Thomas L., Crook J., Edelman D. (ed.), Credit Scoring and Credit Control , Oxford University Press, pp. 109-122. Ng S.K., McLachlan G.J., 2003, An EM-based semi-parametric mixture model approach to the regression analysis of competing-risks data , Statistics in Medicine, 22, pp. 1097-1111. Nicolaie M.A., van Houwelingen H.C., Putter H., 2010, Vertical modeling: a pattern mixture approach for competing risks modeling

Open access